+66.7%
BN vs PCOR
-10.0%
+76.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +5.7% | +23.7% | -18.0% | -1.0% |
| 30D | +12.0% | +39.0% | -27.0% | +1.2% |
| 3M | -6.1% | +35.8% | -41.8% | -15.0% |
| 6M | -8.6% | +38.2% | -46.8% | -18.6% |
| YTD | -8.5% | +3.9% | -12.5% | -12.3% |
| 1Y | -8.4% | +5.7% | -14.1% | -12.9% |
| 3Y | +92.3% | +44.8% | +47.5% | +62.4% |
| 5Y | +31.3% | -19.8% | +51.1% | +16.4% |
| All | +66.7% | -10.0% | +76.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling