-18.3%
PCOR vs NLY
+69.5%
-87.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.2% | -3.3% |
| 7D | -9.0% | -0.4% | -8.6% | -8.7% |
| 30D | -7.0% | -1.3% | -5.7% | -6.0% |
| 3M | +18.3% | +7.6% | +10.7% | +13.0% |
| 6M | -7.8% | +8.9% | -16.7% | -13.3% |
| YTD | -25.6% | +8.1% | -33.6% | -30.0% |
| 1Y | -22.7% | +15.8% | -38.5% | -31.0% |
| All | -18.3% | +69.5% | -87.8% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling