-19.6%
PCOR vs BRKR
-11.8%
-7.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -8.2% | -8.7% | +0.5% | -6.1% |
| 30D | -8.1% | -9.9% | +1.7% | -5.8% |
| 3M | +26.2% | -3.1% | +29.3% | +24.7% |
| 6M | -5.0% | +45.5% | -50.5% | -18.0% |
| YTD | -26.8% | +13.7% | -40.5% | -32.0% |
| 1Y | -24.6% | +67.4% | -92.0% | -39.5% |
| 3Y | -19.6% | -13.2% | -6.4% | -26.6% |
| All | -19.6% | -11.8% | -7.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BRKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling