-9.3%
PCOR vs NLY
+2.4%
-11.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +3.0% | -5.9% | +8.9% | +7.2% |
| 30D | +38.7% | -2.8% | +41.5% | +41.6% |
| 3M | +24.9% | -21.6% | +46.5% | +47.0% |
| 6M | +68.8% | -14.5% | +83.3% | +87.1% |
| YTD | +6.7% | -12.4% | +19.1% | +15.3% |
| 1Y | +3.0% | -7.3% | +10.3% | +6.8% |
| 3Y | +48.6% | +54.8% | -6.2% | +9.5% |
| All | -9.3% | +2.4% | -11.6% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling