-14.4%
PCOR vs NTR
+41.0%
-55.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | +22.7% | +3.0% | +19.8% | +22.2% |
| 30D | +37.5% | +2.2% | +35.3% | +36.9% |
| 3M | +35.2% | +7.9% | +27.3% | +32.9% |
| 6M | +42.2% | -1.5% | +43.8% | +41.9% |
| YTD | +3.6% | +18.6% | -15.1% | -1.7% |
| 1Y | -4.8% | +31.7% | -36.5% | -11.9% |
| 3Y | +48.3% | +46.4% | +1.9% | +32.1% |
| 5Y | -20.1% | +24.2% | -44.2% | -29.1% |
| All | -14.4% | +41.0% | -55.4% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling