-12.5%
PCOR vs NWSA
+18.7%
-31.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.0% |
| 7D | +2.5% | -12.2% | +14.7% | +11.9% |
| 30D | +37.9% | -8.7% | +46.6% | +46.4% |
| 3M | +32.0% | -6.0% | +37.9% | +36.9% |
| 6M | +54.7% | -0.3% | +55.1% | +52.7% |
| YTD | +6.6% | +3.5% | +3.1% | +2.1% |
| 1Y | -1.7% | +0.8% | -2.4% | -3.8% |
| 3Y | +49.0% | +31.1% | +17.8% | +20.5% |
| 5Y | -12.5% | +18.8% | -31.3% | -25.0% |
| All | -12.5% | +18.7% | -31.2% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling