+223.1%
BMNR vs PCOR
-21.2%
+244.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +0.2% | -8.2% | +8.4% | +6.9% |
| 30D | +39.9% | -8.1% | +48.1% | +48.9% |
| 3M | +51.5% | +26.2% | +25.3% | +23.2% |
| 6M | +18.9% | -5.0% | +24.0% | +17.7% |
| YTD | -7.8% | -26.8% | +19.0% | +35.3% |
| 1Y | -47.6% | -24.6% | -23.0% | -32.5% |
| All | +223.1% | -21.2% | +244.3% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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