-18.3%
PCOR vs NTRS
+161.8%
-180.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -9.0% | +0.9% | -9.9% | -9.4% |
| 30D | -7.0% | -1.2% | -5.8% | -6.5% |
| 3M | +18.3% | +8.8% | +9.6% | +12.0% |
| 6M | -7.8% | +34.7% | -42.5% | -24.5% |
| YTD | -25.6% | +37.2% | -62.8% | -40.0% |
| 1Y | -22.7% | +46.3% | -69.0% | -40.3% |
| All | -18.3% | +161.8% | -180.1% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling