-20.1%
PCOR vs BNS
+76.9%
-97.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +22.7% | -2.2% | +24.9% | +24.4% |
| 30D | +37.5% | +5.1% | +32.4% | +34.0% |
| 3M | +35.2% | +4.7% | +30.4% | +31.1% |
| 6M | +42.2% | +19.0% | +23.2% | +27.0% |
| YTD | +3.6% | +28.2% | -24.6% | -12.6% |
| 1Y | -4.8% | +43.4% | -48.1% | -25.8% |
| 3Y | +48.3% | +143.1% | -94.7% | -20.7% |
| All | -20.1% | +76.9% | -97.0% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling