+252.3%
BNY vs PCOR
-42.7%
+295.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.4% |
| 7D | +0.3% | -9.0% | +9.3% | +1.8% |
| 30D | +1.9% | -7.0% | +8.9% | +2.9% |
| 3M | +13.9% | +18.3% | -4.4% | +9.9% |
| 6M | +42.3% | -7.8% | +50.1% | +42.3% |
| YTD | +41.8% | -25.6% | +67.4% | +47.0% |
| 1Y | +57.9% | -22.7% | +80.7% | +61.9% |
| 3Y | +290.7% | -17.7% | +308.4% | +285.5% |
| 5Y | +252.3% | -42.0% | +294.3% | +243.2% |
| All | +252.3% | -42.7% | +295.0% | +243.2% |
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