+104.2%
BN vs PCOR
+43.2%
+61.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.4% |
| 7D | +3.6% | +22.2% | -18.6% | -3.1% |
| 30D | +15.9% | +36.0% | -20.2% | +4.6% |
| 3M | -2.3% | +34.0% | -36.3% | -11.9% |
| 6M | -8.4% | +43.5% | -51.9% | -20.0% |
| YTD | -5.9% | +5.1% | -11.0% | -8.8% |
| 1Y | -5.6% | -3.9% | -1.6% | -4.9% |
| 3Y | +104.2% | +52.9% | +51.3% | +49.6% |
| All | +104.2% | +43.2% | +61.0% | +49.6% |
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