-16.1%
PCOR vs NWSA
+5.5%
-21.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.4% | -2.9% |
| 7D | -9.0% | -1.9% | -7.1% | -7.7% |
| 30D | +4.2% | +4.6% | -0.4% | +0.7% |
| 3M | +14.4% | +13.2% | +1.2% | +3.7% |
| 6M | +0.2% | +27.0% | -26.8% | -16.3% |
| YTD | -20.3% | +16.8% | -37.1% | -29.5% |
| 1Y | -16.1% | +4.5% | -20.6% | -19.9% |
| All | -16.1% | +5.5% | -21.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling