-11.9%
PCOR vs BNS
+87.3%
-99.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.3% |
| 7D | +2.5% | -3.2% | +5.8% | +4.2% |
| 30D | +37.9% | +5.1% | +32.8% | +34.5% |
| 3M | +32.0% | +6.0% | +26.0% | +27.4% |
| 6M | +54.7% | +23.4% | +31.4% | +35.9% |
| YTD | +6.6% | +30.4% | -23.9% | -10.3% |
| 1Y | -1.7% | +44.0% | -45.7% | -22.7% |
| 3Y | +49.0% | +150.3% | -101.4% | -19.3% |
| 5Y | -12.5% | +83.0% | -95.6% | -41.1% |
| All | -11.9% | +87.3% | -99.3% | -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