+19.6%
NOK vs PCOR
-3.5%
+23.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.8% |
| 7D | -2.7% | +20.7% | -23.4% | -1.7% |
| 30D | -20.4% | +35.7% | -56.0% | -19.2% |
| 3M | -9.6% | +31.1% | -40.7% | -8.0% |
| 6M | -35.6% | +43.1% | -78.8% | -33.0% |
| YTD | +27.5% | +4.8% | +22.7% | +49.0% |
| All | +19.6% | -3.5% | +23.0% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling