-18.7%
PCOR vs BUD
+51.0%
-69.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | +22.2% | +1.3% | +20.9% | +21.8% |
| 30D | +36.0% | +10.0% | +26.0% | +32.9% |
| 3M | +34.0% | +1.6% | +32.4% | +33.3% |
| 6M | +43.5% | +6.5% | +37.0% | +41.1% |
| YTD | +5.1% | +34.8% | -29.7% | -5.0% |
| 1Y | -3.9% | +36.5% | -40.4% | -13.7% |
| 3Y | +52.9% | +49.0% | +4.0% | +29.2% |
| 5Y | -18.7% | +51.7% | -70.3% | -36.2% |
| All | -18.7% | +51.0% | -69.6% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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