+97.0%
NI vs PCOR
-43.0%
+140.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.6% | -0.5% |
| 7D | +2.0% | -9.0% | +11.0% | +2.4% |
| 30D | -3.5% | +4.2% | -7.7% | -3.8% |
| 3M | -9.1% | +14.4% | -23.5% | -9.8% |
| 6M | -11.8% | +0.2% | -12.0% | -12.1% |
| YTD | +1.1% | -20.3% | +21.3% | +1.9% |
| 1Y | +6.7% | -16.1% | +22.8% | +7.1% |
| 3Y | +71.1% | -14.7% | +85.8% | +69.5% |
| All | +97.0% | -43.0% | +140.0% | +88.2% |
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