-14.1%
PCOR vs BURL
-20.4%
+6.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +7.7% | +12.0% | +17.2% |
| 7D | +21.8% | +10.4% | +11.4% | +18.4% |
| 30D | +39.5% | -4.9% | +44.5% | +41.8% |
| 3M | +35.2% | -29.8% | +65.0% | +50.2% |
| 6M | +21.7% | -16.5% | +38.2% | +26.8% |
| YTD | +3.9% | -10.5% | +14.5% | +4.9% |
| 1Y | +6.9% | -5.3% | +12.3% | +4.9% |
| 3Y | +44.8% | +95.1% | -50.3% | +7.0% |
| 5Y | -21.9% | -12.1% | -9.9% | -28.6% |
| All | -14.1% | -20.4% | +6.3% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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