+212.0%
NXT vs PCOR
+30.3%
+181.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -9.4% | +3.0% | -12.5% | -10.0% |
| 30D | +15.1% | +38.7% | -23.6% | +7.3% |
| 3M | -9.1% | +24.9% | -34.0% | -13.6% |
| 6M | -30.3% | +68.8% | -99.1% | -38.3% |
| YTD | +9.1% | +6.7% | +2.4% | +7.7% |
| 1Y | +7.9% | +3.0% | +4.9% | +8.0% |
| 3Y | +176.5% | +48.6% | +127.9% | +139.2% |
| All | +212.0% | +30.3% | +181.7% | +170.8% |
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