-14.6%
PCOR vs BURL
+63.9%
-78.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -4.8% |
| 7D | -9.0% | -2.8% | -6.2% | -8.4% |
| 30D | +4.2% | -28.2% | +32.3% | +11.8% |
| 3M | +14.4% | -17.6% | +32.0% | +18.9% |
| 6M | +0.2% | -11.8% | +11.9% | +1.6% |
| YTD | -20.3% | -8.1% | -12.1% | -20.2% |
| 1Y | -16.1% | -12.0% | -4.2% | -15.7% |
| All | -14.6% | +63.9% | -78.5% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling