+6.9%
NI vs PCOR
-19.9%
+26.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.1% |
| 7D | +2.3% | -6.9% | +9.2% | +2.1% |
| 30D | -1.7% | -1.5% | -0.1% | -1.7% |
| 3M | -8.0% | +18.5% | -26.5% | -7.9% |
| 6M | -8.6% | -4.7% | -4.0% | -8.4% |
| YTD | +2.3% | -22.8% | +25.1% | +2.6% |
| 1Y | +6.9% | -20.7% | +27.7% | +7.1% |
| All | +6.9% | -19.9% | +26.9% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling