-38.5%
PCOR vs BRO
+32.7%
-71.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.4% |
| 7D | -9.0% | -7.6% | -1.4% | -5.1% |
| 30D | -7.0% | -6.9% | -0.1% | -3.5% |
| 3M | +18.3% | +12.8% | +5.5% | +11.2% |
| 6M | -7.8% | -5.9% | -1.9% | -5.5% |
| YTD | -25.6% | -15.9% | -9.7% | -19.4% |
| 1Y | -22.7% | -28.1% | +5.4% | -9.6% |
| 3Y | -17.7% | -7.0% | -10.7% | -21.3% |
| 5Y | -42.0% | +18.0% | -60.0% | -55.0% |
| All | -38.5% | +32.7% | -71.1% | -50.5% |
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