-11.8%
PCOR vs NTRS
+79.0%
-90.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +3.0% | +3.2% | -0.1% | +1.3% |
| 30D | +38.7% | +9.6% | +29.1% | +32.3% |
| 3M | +24.9% | -6.0% | +30.8% | +28.6% |
| 6M | +68.8% | +10.4% | +58.4% | +58.7% |
| YTD | +6.7% | +32.5% | -25.7% | -10.3% |
| 1Y | +3.0% | +41.2% | -38.2% | -16.6% |
| 3Y | +48.6% | +173.4% | -124.8% | -15.9% |
| 5Y | -12.7% | +65.0% | -77.6% | -38.3% |
| All | -11.8% | +79.0% | -90.8% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling