+7.8%
NI vs PCOR
-2.2%
+10.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | +3.1% | +2.2% | +0.9% | +3.1% |
| 30D | +11.2% | +37.4% | -26.3% | +12.0% |
| 3M | +9.8% | +33.2% | -23.4% | +10.6% |
| 6M | -1.6% | +60.6% | -62.2% | -0.6% |
| YTD | +12.6% | +6.2% | +6.5% | +11.9% |
| 1Y | +7.8% | -1.1% | +8.9% | +7.7% |
| All | +7.8% | -2.2% | +10.0% | +7.7% |
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 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