-14.4%
PCOR vs BNS
+84.1%
-98.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +22.7% | -2.2% | +24.9% | +24.3% |
| 30D | +37.5% | +5.1% | +32.4% | +34.2% |
| 3M | +35.2% | +4.7% | +30.4% | +31.3% |
| 6M | +42.2% | +19.0% | +23.2% | +27.5% |
| YTD | +3.6% | +28.2% | -24.6% | -12.1% |
| 1Y | -4.8% | +43.4% | -48.1% | -25.1% |
| 3Y | +48.3% | +143.1% | -94.7% | -18.3% |
| 5Y | -20.1% | +77.3% | -97.4% | -45.4% |
| All | -14.4% | +84.1% | -98.5% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling