-1.1%
PCOR vs NYT
+14.3%
-15.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | +2.2% | +9.0% | -6.8% | -0.7% |
| 30D | +37.4% | +6.8% | +30.6% | +34.4% |
| 3M | +33.2% | +12.1% | +21.1% | +27.3% |
| 6M | +60.6% | -7.7% | +68.3% | +62.2% |
| YTD | +6.2% | +4.2% | +2.0% | +5.0% |
| 1Y | -1.1% | +14.3% | -15.4% | -4.3% |
| All | -1.1% | +14.3% | -15.3% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling