+291.2%
BNY vs PCOR
-17.1%
+308.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +1.9% | -0.7% |
| 7D | +1.5% | -6.9% | +8.4% | +2.5% |
| 30D | +3.3% | -1.5% | +4.9% | +3.3% |
| 3M | +15.3% | +18.5% | -3.2% | +11.7% |
| 6M | +42.5% | -4.7% | +47.1% | +42.2% |
| YTD | +42.0% | -22.8% | +64.8% | +47.0% |
| 1Y | +59.3% | -20.7% | +80.0% | +63.3% |
| 3Y | +291.2% | -14.6% | +305.8% | +288.6% |
| All | +291.2% | -17.1% | +308.3% | +288.6% |
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