-12.2%
PCOR vs BNS
+86.0%
-98.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +2.2% | +1.0% | +1.2% | +1.6% |
| 30D | +37.4% | +2.7% | +34.7% | +35.7% |
| 3M | +33.2% | +3.5% | +29.7% | +30.3% |
| 6M | +60.6% | +22.1% | +38.5% | +41.8% |
| YTD | +6.2% | +29.5% | -23.3% | -10.3% |
| 1Y | -1.1% | +40.7% | -41.8% | -21.0% |
| 3Y | +48.4% | +148.6% | -100.2% | -19.3% |
| 5Y | -13.1% | +79.6% | -92.7% | -41.1% |
| All | -12.2% | +86.0% | -98.3% | -44.1% |
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