+126.9%
BMNR vs PCOR
+14.9%
+112.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.2% | -5.1% |
| 7D | -6.3% | +3.0% | -9.3% | -8.1% |
| 30D | -21.0% | +38.7% | -59.7% | -38.0% |
| 3M | -3.9% | +24.9% | -28.7% | -18.6% |
| 6M | -17.0% | +68.8% | -85.8% | -46.2% |
| YTD | -35.2% | +6.7% | -42.0% | -28.4% |
| 1Y | -51.9% | +3.0% | -54.9% | -42.6% |
| All | +126.9% | +14.9% | +112.0% | -75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling