+79.0%
NOK vs PCOR
-8.1%
+87.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +11.0% | +2.2% | +8.8% | +10.7% |
| 30D | -16.0% | +37.4% | -53.5% | -20.2% |
| 3M | -19.8% | +33.2% | -53.0% | -23.8% |
| 6M | -37.1% | +60.6% | -97.7% | -42.5% |
| YTD | +28.0% | +6.2% | +21.8% | +25.2% |
| 1Y | +17.9% | -1.1% | +19.0% | +17.0% |
| 3Y | +152.7% | +48.4% | +104.3% | +122.4% |
| 5Y | +62.3% | -13.1% | +75.4% | +47.8% |
| All | +79.0% | -8.1% | +87.0% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling