-19.8%
PCOR vs BURL
-15.9%
-3.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.0% |
| 7D | +23.7% | +3.5% | +20.2% | +22.6% |
| 30D | +39.0% | -9.3% | +48.3% | +43.5% |
| 3M | +35.8% | -32.1% | +67.9% | +53.0% |
| 6M | +38.2% | -19.8% | +58.0% | +46.2% |
| YTD | +3.9% | -13.2% | +17.1% | +5.9% |
| 1Y | +5.7% | -7.8% | +13.5% | +4.4% |
| 3Y | +44.8% | +89.3% | -44.5% | +6.1% |
| 5Y | -19.8% | -15.8% | -4.0% | -21.3% |
| All | -19.8% | -15.9% | -3.9% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling