+94.0%
NI vs PCOR
-30.9%
+124.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | -9.1% | +14.4% | -23.5% | -9.7% |
| 6M | -11.8% | +0.2% | -12.0% | -12.1% |
| YTD | +1.1% | -20.3% | +21.3% | +1.8% |
| 1Y | +6.7% | -16.1% | +22.8% | +7.0% |
| 3Y | +71.1% | -14.7% | +85.8% | +69.7% |
| 5Y | +94.3% | -43.2% | +137.5% | +86.4% |
| All | +94.0% | -30.9% | +124.9% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling