-34.1%
PCOR vs BNS
+86.7%
-120.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.7% |
| 7D | -9.0% | +1.5% | -10.5% | -9.7% |
| 30D | +4.2% | +6.0% | -1.8% | +0.6% |
| 3M | +14.4% | +16.3% | -1.9% | +4.3% |
| 6M | +0.2% | +28.8% | -28.6% | -14.7% |
| YTD | -20.3% | +30.0% | -50.2% | -32.7% |
| 1Y | -16.1% | +50.7% | -66.8% | -36.0% |
| 3Y | -14.7% | +125.4% | -140.1% | -50.4% |
| 5Y | -43.2% | +94.2% | -137.4% | -62.5% |
| All | -34.1% | +86.7% | -120.8% | -58.0% |
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