-12.2%
PCOR vs NYT
+80.4%
-92.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | +2.2% | +9.0% | -6.8% | -2.2% |
| 30D | +37.4% | +6.8% | +30.6% | +32.7% |
| 3M | +33.2% | +12.1% | +21.1% | +24.7% |
| 6M | +60.6% | -7.7% | +68.3% | +64.9% |
| YTD | +6.2% | +4.2% | +2.0% | +1.5% |
| 1Y | -1.1% | +14.3% | -15.4% | -10.1% |
| 3Y | +48.4% | +69.8% | -21.4% | +4.8% |
| 5Y | -13.1% | +57.7% | -70.8% | -41.0% |
| All | -12.2% | +80.4% | -92.6% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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