+66.2%
BN vs PCOR
-8.1%
+74.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.3% | +2.2% | -2.4% | -0.9% |
| 30D | +13.6% | +37.4% | -23.9% | +3.0% |
| 3M | -6.7% | +33.2% | -39.9% | -15.0% |
| 6M | -9.0% | +60.6% | -69.6% | -22.6% |
| YTD | -8.8% | +6.2% | -15.0% | -13.1% |
| 1Y | -10.6% | -1.1% | -9.5% | -12.9% |
| 3Y | +98.8% | +48.4% | +50.4% | +66.9% |
| 5Y | +33.6% | -13.1% | +46.7% | +17.0% |
| All | +66.2% | -8.1% | +74.2% | +46.7% |
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