-13.1%
PCOR vs NTR
+42.6%
-55.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | +22.2% | +3.0% | +19.2% | +21.6% |
| 30D | +36.0% | +7.1% | +28.9% | +34.3% |
| 3M | +34.0% | +13.1% | +20.9% | +30.6% |
| 6M | +43.5% | +7.6% | +35.9% | +40.8% |
| YTD | +5.1% | +20.0% | -14.8% | -0.4% |
| 1Y | -3.9% | +30.2% | -34.1% | -10.8% |
| 3Y | +52.9% | +46.8% | +6.1% | +36.1% |
| 5Y | -18.7% | +22.7% | -41.4% | -28.1% |
| All | -13.1% | +42.6% | -55.7% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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