+251.4%
BNY vs PCOR
-7.6%
+259.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +3.9% | +3.0% | +0.8% | +3.4% |
| 30D | +11.9% | +38.7% | -26.7% | +6.1% |
| 3M | -5.0% | +24.9% | -29.9% | -8.8% |
| 6M | +14.6% | +68.8% | -54.2% | +4.1% |
| YTD | +34.5% | +6.7% | +27.8% | +31.0% |
| 1Y | +40.6% | +3.0% | +37.6% | +37.8% |
| 3Y | +261.7% | +48.6% | +213.1% | +225.8% |
| 5Y | +192.3% | -12.7% | +205.0% | +165.0% |
| All | +251.4% | -7.6% | +259.0% | +223.4% |
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 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