-13.3%
PCOR vs NWSA
+6.8%
-20.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.4% |
| 7D | +20.7% | -9.7% | +30.4% | +29.0% |
| 30D | +35.7% | -8.6% | +44.3% | +43.7% |
| 3M | +31.1% | -6.3% | +37.3% | +36.2% |
| 6M | +43.1% | -1.2% | +44.3% | +42.3% |
| YTD | +4.8% | +2.6% | +2.2% | +1.4% |
| 1Y | -3.7% | 0.0% | -3.7% | -5.1% |
| 3Y | +46.5% | +30.1% | +16.5% | +20.9% |
| 5Y | -17.3% | +18.3% | -35.6% | -31.6% |
| All | -13.3% | +6.8% | -20.1% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling