-38.5%
PCOR vs NTR
+58.0%
-96.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.7% |
| 7D | -9.0% | +0.5% | -9.5% | -9.1% |
| 30D | -7.0% | +21.7% | -28.7% | -10.5% |
| 3M | +18.3% | +22.8% | -4.4% | +13.4% |
| 6M | -7.8% | +8.2% | -16.0% | -9.8% |
| YTD | -25.6% | +32.9% | -58.5% | -30.8% |
| 1Y | -22.7% | +45.3% | -68.0% | -29.8% |
| 3Y | -17.7% | +41.7% | -59.3% | -26.1% |
| 5Y | -42.0% | +49.8% | -91.9% | -50.6% |
| All | -38.5% | +58.0% | -96.5% | -47.5% |
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