+168.0%
NXT vs PCOR
+44.3%
+123.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +24.7% | +23.7% | +1.0% | +18.8% |
| 30D | +13.0% | +39.0% | -26.0% | +4.9% |
| 3M | -0.2% | +35.8% | -36.0% | -7.2% |
| 6M | -19.3% | +38.2% | -57.5% | -25.4% |
| YTD | +14.3% | +3.9% | +10.4% | +14.8% |
| 1Y | -11.0% | +5.7% | -16.6% | -11.5% |
| All | +168.0% | +44.3% | +123.7% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling