+48.3%
PCOR vs BTG
+78.1%
-29.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.8% | -0.6% |
| 7D | +22.7% | +17.4% | +5.3% | +20.7% |
| 30D | +37.5% | +8.0% | +29.5% | +36.0% |
| 3M | +35.2% | +32.5% | +2.7% | +30.4% |
| 6M | +42.2% | +21.6% | +20.7% | +38.0% |
| YTD | +3.6% | +21.2% | -17.7% | -0.7% |
| 1Y | -4.8% | +43.9% | -48.6% | -11.0% |
| 3Y | +48.3% | +78.6% | -30.2% | +30.2% |
| All | +48.3% | +78.1% | -29.7% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling