+8.2%
NOW vs PCOR
-10.3%
+18.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -3.0% | +22.7% | -25.7% | -14.4% |
| 30D | -26.0% | +37.5% | -63.5% | -38.4% |
| 3M | -13.1% | +35.2% | -48.3% | -27.0% |
| 6M | +14.5% | +42.2% | -27.7% | -6.3% |
| YTD | -33.4% | +3.6% | -37.0% | -36.3% |
| 1Y | -40.6% | -4.8% | -35.9% | -40.8% |
| 3Y | -16.3% | +48.3% | -64.7% | -37.7% |
| 5Y | -26.3% | -20.1% | -6.3% | -35.4% |
| All | +8.2% | -10.3% | +18.5% | -5.3% |
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