+108.3%
NI vs PCOR
-10.3%
+118.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.9% | +22.7% | -23.7% | -1.8% |
| 30D | +9.6% | +37.5% | -27.8% | +8.3% |
| 3M | +2.5% | +35.2% | -32.7% | +1.2% |
| 6M | -5.8% | +42.2% | -48.1% | -7.4% |
| 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% | +85.1% |
| 5Y | +104.8% | -20.1% | +124.8% | +94.7% |
| All | +108.3% | -10.3% | +118.6% | +100.1% |
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