+65.6%
NOK vs PCOR
-10.3%
+75.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.7% |
| 7D | -10.5% | +22.7% | -33.2% | -13.4% |
| 30D | -27.9% | +37.5% | -65.3% | -31.5% |
| 3M | -18.8% | +35.2% | -54.0% | -23.2% |
| 6M | -41.9% | +42.2% | -84.2% | -45.8% |
| YTD | +18.4% | +3.6% | +14.8% | +16.2% |
| 1Y | +10.9% | -4.8% | +15.6% | +10.6% |
| 3Y | +137.9% | +48.3% | +89.5% | +108.8% |
| 5Y | +47.8% | -20.1% | +67.9% | +35.9% |
| All | +65.6% | -10.3% | +75.9% | +51.5% |
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