-42.0%
PCOR vs BNS
+93.4%
-135.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.9% | -3.2% |
| 7D | -9.0% | -1.3% | -7.7% | -8.3% |
| 30D | -7.0% | +4.0% | -11.0% | -9.4% |
| 3M | +18.3% | +13.8% | +4.6% | +8.7% |
| 6M | -7.8% | +32.7% | -40.5% | -23.8% |
| YTD | -25.6% | +27.6% | -53.2% | -37.2% |
| 1Y | -22.7% | +47.4% | -70.1% | -41.2% |
| 3Y | -17.7% | +129.0% | -146.7% | -54.6% |
| 5Y | -42.0% | +92.7% | -134.7% | -66.1% |
| All | -42.0% | +93.4% | -135.4% | -66.1% |
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 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