-39.5%
PCOR vs NLY
+18.8%
-58.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.4% |
| 7D | -8.2% | -4.0% | -4.2% | -5.7% |
| 30D | -8.1% | -5.2% | -2.9% | -4.7% |
| 3M | +26.2% | +2.8% | +23.4% | +24.1% |
| 6M | -5.0% | +4.2% | -9.2% | -8.1% |
| YTD | -26.8% | +4.7% | -31.4% | -29.6% |
| 1Y | -24.6% | +12.7% | -37.3% | -31.2% |
| 3Y | -19.6% | +62.5% | -82.2% | -42.2% |
| 5Y | -42.4% | +26.3% | -68.7% | -48.0% |
| All | -39.5% | +18.8% | -58.3% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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