-14.6%
PCOR vs NYT
+57.5%
-72.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.5% |
| 7D | -6.9% | +0.3% | -7.3% | -7.1% |
| 30D | -1.5% | +7.0% | -8.5% | -4.2% |
| 3M | +18.5% | -7.9% | +26.4% | +21.3% |
| 6M | -4.7% | -15.0% | +10.4% | +0.5% |
| YTD | -22.8% | -1.3% | -21.5% | -23.2% |
| 1Y | -20.7% | +16.9% | -37.6% | -26.3% |
| 3Y | -14.6% | +58.9% | -73.5% | -26.4% |
| All | -14.6% | +57.5% | -72.1% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling