+177.4%
NXT vs PCOR
-2.7%
+180.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +2.1% |
| 7D | -1.1% | -9.0% | +7.9% | +0.7% |
| 30D | -15.3% | +4.2% | -19.5% | -16.2% |
| 3M | -43.8% | +14.4% | -58.2% | -45.4% |
| 6M | -18.7% | +0.2% | -18.8% | -20.0% |
| YTD | -3.0% | -20.3% | +17.3% | +2.1% |
| 1Y | +22.7% | -16.1% | +38.9% | +26.1% |
| 3Y | +95.9% | -14.7% | +110.6% | +90.0% |
| All | +177.4% | -2.7% | +180.1% | +156.7% |
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