+65.2%
BN vs PCOR
-10.3%
+75.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | +5.3% | +22.7% | -17.4% | -1.2% |
| 30D | +11.9% | +37.5% | -25.6% | +1.5% |
| 3M | -5.7% | +35.2% | -40.9% | -14.6% |
| 6M | -10.6% | +42.2% | -52.9% | -21.1% |
| YTD | -9.4% | +3.6% | -12.9% | -13.0% |
| 1Y | -8.8% | -4.8% | -4.0% | -10.0% |
| 3Y | +95.6% | +48.3% | +47.3% | +64.1% |
| 5Y | +30.2% | -20.1% | +50.2% | +15.5% |
| All | +65.2% | -10.3% | +75.5% | +46.8% |
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