-39.5%
PCOR vs NTRS
+88.0%
-127.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.4% |
| 7D | -12.2% | +0.3% | -12.5% | -12.3% |
| 30D | -9.4% | +0.2% | -9.6% | -9.7% |
| 3M | +22.2% | +13.2% | +9.0% | +13.6% |
| 6M | -7.3% | +36.9% | -44.3% | -23.2% |
| YTD | -26.8% | +39.1% | -66.0% | -40.0% |
| 1Y | -22.2% | +50.4% | -72.7% | -39.0% |
| 3Y | -19.1% | +166.8% | -185.9% | -53.8% |
| 5Y | -42.4% | +92.9% | -135.3% | -61.4% |
| All | -39.5% | +88.0% | -127.5% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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