+38.3%
BN vs PCOR
-43.0%
+81.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +1.1% |
| 7D | -2.5% | -9.0% | +6.5% | +0.4% |
| 30D | -9.5% | +4.2% | -13.7% | -10.9% |
| 3M | -10.4% | +14.4% | -24.8% | -14.9% |
| 6M | -6.4% | +0.2% | -6.5% | -8.7% |
| YTD | -11.9% | -20.3% | +8.4% | -7.8% |
| 1Y | -8.6% | -16.1% | +7.5% | -6.6% |
| 3Y | +77.6% | -14.7% | +92.3% | +74.2% |
| All | +38.3% | -43.0% | +81.3% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling