+3.0%
PCOR vs BRO
-9.4%
+12.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.6% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +38.7% | +11.3% | +27.4% | +30.6% |
| 3M | +24.9% | +0.7% | +24.1% | +23.8% |
| 6M | +68.8% | +32.9% | +35.9% | +47.3% |
| YTD | +6.7% | -8.8% | +15.5% | +6.8% |
| 1Y | +3.0% | -9.2% | +12.2% | +3.0% |
| All | +3.0% | -9.4% | +12.4% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling