+67.9%
BN vs PCOR
-7.7%
+75.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -1.3% |
| 7D | -2.4% | +2.5% | -5.0% | -3.1% |
| 30D | +13.5% | +37.9% | -24.4% | +2.8% |
| 3M | -5.9% | +32.0% | -37.9% | -14.2% |
| 6M | -8.9% | +54.7% | -63.7% | -21.7% |
| YTD | -7.9% | +6.6% | -14.4% | -12.3% |
| 1Y | -8.3% | -1.7% | -6.6% | -10.4% |
| 3Y | +100.8% | +49.0% | +51.8% | +68.4% |
| 5Y | +38.2% | -12.5% | +50.8% | +20.9% |
| All | +67.9% | -7.7% | +75.6% | +48.0% |
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