-13.3%
PCOR vs BNS
+86.0%
-99.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +20.7% | -1.1% | +21.8% | +21.6% |
| 30D | +35.7% | +4.7% | +30.9% | +32.6% |
| 3M | +31.1% | +5.5% | +25.5% | +26.8% |
| 6M | +43.1% | +21.7% | +21.5% | +26.7% |
| YTD | +4.8% | +29.5% | -24.6% | -11.4% |
| 1Y | -3.7% | +41.9% | -45.6% | -23.6% |
| 3Y | +46.5% | +148.5% | -102.0% | -20.3% |
| 5Y | -17.3% | +80.3% | -97.5% | -43.9% |
| All | -13.3% | +86.0% | -99.3% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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