-22.2%
PCOR vs NYT
+15.8%
-38.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -12.2% | -0.7% | -11.4% | -11.9% |
| 30D | -9.4% | +4.5% | -13.9% | -11.2% |
| 3M | +22.2% | -8.5% | +30.7% | +24.8% |
| 6M | -7.3% | -15.1% | +7.7% | -2.4% |
| YTD | -26.8% | -3.3% | -23.6% | -28.0% |
| 1Y | -22.2% | +17.0% | -39.2% | -36.4% |
| All | -22.2% | +15.8% | -38.1% | -36.4% |
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 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