-13.1%
PCOR vs BTG
+34.2%
-47.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | +0.7% |
| 7D | +22.2% | +19.1% | +3.1% | +19.2% |
| 30D | +36.0% | +8.2% | +27.8% | +34.2% |
| 3M | +34.0% | +13.3% | +20.7% | +30.9% |
| 6M | +43.5% | +8.1% | +35.4% | +40.3% |
| YTD | +5.1% | +27.5% | -22.4% | -1.4% |
| 1Y | -3.9% | +47.1% | -51.0% | -12.4% |
| 3Y | +52.9% | +105.8% | -52.9% | +24.6% |
| 5Y | -18.7% | +55.8% | -74.5% | -32.7% |
| All | -13.1% | +34.2% | -47.4% | -28.6% |
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