-36.2%
PCOR vs BTG
+28.3%
-64.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.7% |
| 7D | -6.9% | +4.8% | -11.7% | -7.6% |
| 30D | -1.5% | +8.3% | -9.9% | -2.8% |
| 3M | +18.5% | +32.3% | -13.8% | +13.1% |
| 6M | -4.7% | +3.0% | -7.6% | -6.2% |
| YTD | -22.8% | +21.9% | -44.7% | -26.8% |
| 1Y | -20.7% | +28.2% | -48.9% | -26.4% |
| 3Y | -14.6% | +99.9% | -114.4% | -30.0% |
| 5Y | -40.7% | +73.6% | -114.3% | -51.1% |
| All | -36.2% | +28.3% | -64.5% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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