-11.8%
PCOR vs NTR
+40.5%
-52.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.0% | -0.3% | +3.4% | +3.1% |
| 30D | +38.7% | +2.0% | +36.7% | +38.2% |
| 3M | +24.9% | +6.4% | +18.5% | +23.1% |
| 6M | +68.8% | +1.6% | +67.2% | +67.6% |
| YTD | +6.7% | +18.2% | -11.5% | +1.3% |
| 1Y | +3.0% | +23.9% | -20.9% | -3.3% |
| 3Y | +48.6% | +44.7% | +4.0% | +32.7% |
| 5Y | -12.7% | +21.3% | -34.0% | -22.6% |
| All | -11.8% | +40.5% | -52.3% | -23.2% |
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