-11.8%
PCOR vs BRO
+43.8%
-55.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.5% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +38.7% | +11.3% | +27.4% | +31.0% |
| 3M | +24.9% | +0.7% | +24.1% | +24.2% |
| 6M | +68.8% | +32.9% | +35.9% | +45.3% |
| YTD | +6.7% | -8.8% | +15.5% | +10.7% |
| 1Y | +3.0% | -9.2% | +12.2% | +6.9% |
| 3Y | +48.6% | +0.1% | +48.6% | +37.2% |
| 5Y | -12.7% | +15.6% | -28.3% | -30.3% |
| All | -11.8% | +43.8% | -55.6% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling