+60.7%
NOK vs PCOR
-11.9%
+72.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +5.4% | +3.0% | +2.3% | +4.9% |
| 30D | -14.1% | +38.7% | -52.8% | -18.6% |
| 3M | -23.6% | +24.9% | -48.4% | -26.7% |
| 6M | -45.1% | +68.8% | -113.9% | -50.3% |
| YTD | +24.7% | +6.7% | +18.0% | +22.0% |
| 1Y | +19.0% | +3.0% | +16.0% | +17.3% |
| 3Y | +147.0% | +48.6% | +98.4% | +115.9% |
| All | +60.7% | -11.9% | +72.6% | +48.8% |
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