-34.1%
PCOR vs BRO
+42.4%
-76.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.4% |
| 7D | -9.0% | -2.6% | -6.4% | -7.7% |
| 30D | +4.2% | +0.9% | +3.3% | +3.7% |
| 3M | +14.4% | +24.8% | -10.3% | +1.9% |
| 6M | +0.2% | -0.1% | +0.2% | -0.5% |
| YTD | -20.3% | -9.7% | -10.5% | -16.8% |
| 1Y | -16.1% | -24.5% | +8.3% | -4.4% |
| 3Y | -14.7% | -1.6% | -13.1% | -20.6% |
| 5Y | -43.2% | +25.6% | -68.7% | -57.4% |
| All | -34.1% | +42.4% | -76.5% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling