+106.7%
NI vs PCOR
-19.6%
+126.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.9% | +22.7% | -23.7% | -1.9% |
| 30D | +9.6% | +37.5% | -27.8% | +8.1% |
| 3M | +2.5% | +35.2% | -32.7% | +1.0% |
| 6M | -5.8% | +42.2% | -48.1% | -7.6% |
| YTD | +8.6% | +3.6% | +5.0% | +8.1% |
| 1Y | +6.0% | -4.8% | +10.7% | +6.0% |
| 3Y | +91.0% | +48.3% | +42.7% | +84.1% |
| All | +106.7% | -19.6% | +126.4% | +97.4% |
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