-38.5%
PCOR vs NYT
+67.5%
-106.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.6% |
| 7D | -9.0% | -1.6% | -7.4% | -8.3% |
| 30D | -7.0% | +2.8% | -9.8% | -8.4% |
| 3M | +18.3% | -9.2% | +27.6% | +23.1% |
| 6M | -7.8% | -17.1% | +9.3% | +0.1% |
| YTD | -25.6% | -3.2% | -22.3% | -25.7% |
| 1Y | -22.7% | +15.7% | -38.4% | -29.9% |
| 3Y | -17.7% | +55.7% | -73.4% | -39.0% |
| 5Y | -42.0% | +39.4% | -81.4% | -58.4% |
| All | -38.5% | +67.5% | -106.0% | -54.9% |
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