+116.8%
NOK vs PCOR
-30.9%
+147.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.3% | +6.9% | +3.4% |
| 7D | -1.8% | -9.0% | +7.2% | -0.2% |
| 30D | +4.7% | +4.2% | +0.5% | +3.7% |
| 3M | -39.7% | +14.4% | -54.1% | -41.3% |
| 6M | +23.1% | +0.2% | +22.9% | +21.5% |
| YTD | +55.0% | -20.3% | +75.3% | +59.4% |
| 1Y | +118.0% | -16.1% | +134.2% | +121.3% |
| 3Y | +170.5% | -14.7% | +185.2% | +163.6% |
| 5Y | +84.9% | -43.2% | +128.0% | +79.0% |
| All | +116.8% | -30.9% | +147.8% | +107.7% |
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