-14.6%
PCOR vs BRO
-6.1%
-8.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.4% | -1.6% |
| 7D | -6.9% | -5.4% | -1.6% | -5.1% |
| 30D | -1.5% | -4.3% | +2.8% | 0.0% |
| 3M | +18.5% | +17.8% | +0.7% | +12.8% |
| 6M | -4.7% | -6.8% | +2.1% | -3.9% |
| YTD | -22.8% | -13.8% | -9.0% | -20.7% |
| 1Y | -20.7% | -27.8% | +7.1% | -15.1% |
| 3Y | -14.6% | -4.7% | -9.9% | -0.7% |
| All | -14.6% | -6.1% | -8.4% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling