+99.8%
NI vs PCOR
+47.4%
+52.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +1.5% | +20.7% | -19.2% | +0.9% |
| 30D | +11.9% | +35.7% | -23.8% | +10.8% |
| 3M | +9.1% | +31.1% | -21.9% | +8.1% |
| 6M | -1.8% | +43.1% | -44.9% | -3.0% |
| YTD | +11.4% | +4.8% | +6.5% | +11.6% |
| 1Y | +6.4% | -3.7% | +10.0% | +7.2% |
| All | +99.8% | +47.4% | +52.4% | +80.8% |
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