+270.9%
BNY vs PCOR
-36.6%
+307.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.3% | -8.2% | +6.9% | 0.0% |
| 30D | -0.2% | -8.1% | +8.0% | +0.9% |
| 3M | +14.9% | +26.2% | -11.3% | +9.8% |
| 6M | +40.0% | -5.0% | +45.0% | +39.2% |
| YTD | +42.0% | -26.8% | +68.8% | +47.3% |
| 1Y | +56.9% | -24.6% | +81.4% | +61.3% |
| 3Y | +289.9% | -19.6% | +309.5% | +286.6% |
| 5Y | +259.2% | -42.4% | +301.6% | +247.5% |
| All | +270.9% | -36.6% | +307.5% | +263.7% |
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