-41.4%
PCOR vs BTG
+72.3%
-113.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.1% |
| 7D | -9.0% | -0.9% | -8.1% | -8.9% |
| 30D | +4.2% | +36.8% | -32.7% | -0.9% |
| 3M | +14.4% | +23.1% | -8.7% | +10.3% |
| 6M | +0.2% | +3.5% | -3.3% | -1.5% |
| YTD | -20.3% | +25.5% | -45.7% | -24.8% |
| 1Y | -16.1% | +40.1% | -56.2% | -23.5% |
| 3Y | -14.7% | +101.1% | -115.8% | -30.4% |
| All | -41.4% | +72.3% | -113.7% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling