-14.4%
PCOR vs NWSA
+5.9%
-20.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.1% |
| 7D | +22.7% | -9.4% | +32.1% | +30.8% |
| 30D | +37.5% | -7.8% | +45.2% | +44.5% |
| 3M | +35.2% | -10.8% | +45.9% | +45.5% |
| 6M | +42.2% | +1.1% | +41.2% | +39.0% |
| YTD | +3.6% | +1.8% | +1.8% | +0.7% |
| 1Y | -4.8% | +6.0% | -10.8% | -10.3% |
| 3Y | +48.3% | +24.6% | +23.8% | +26.0% |
| 5Y | -20.1% | +13.1% | -33.2% | -32.6% |
| All | -14.4% | +5.9% | -20.3% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling