-34.1%
PCOR vs NLY
+23.8%
-57.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | -9.0% | -1.0% | -8.0% | -8.3% |
| 30D | +4.2% | +0.6% | +3.5% | +3.9% |
| 3M | +14.4% | +10.8% | +3.6% | +7.0% |
| 6M | +0.2% | +6.2% | -6.0% | -4.2% |
| YTD | -20.3% | +9.0% | -29.3% | -25.4% |
| 1Y | -16.1% | +19.3% | -35.4% | -26.3% |
| 3Y | -14.7% | +67.7% | -82.4% | -40.0% |
| 5Y | -43.2% | +29.7% | -72.9% | -50.0% |
| All | -34.1% | +23.8% | -57.8% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling