-17.3%
PCOR vs NYT
+56.7%
-73.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.6% |
| 7D | +20.7% | +8.1% | +12.6% | +15.6% |
| 30D | +35.7% | +9.4% | +26.2% | +29.1% |
| 3M | +31.1% | +12.4% | +18.6% | +22.1% |
| 6M | +43.1% | -8.0% | +51.1% | +47.5% |
| YTD | +4.8% | +5.8% | -1.0% | -1.0% |
| 1Y | -3.7% | +17.4% | -21.0% | -14.4% |
| 3Y | +46.5% | +72.4% | -25.9% | -1.0% |
| 5Y | -17.3% | +61.3% | -78.6% | -44.2% |
| All | -17.3% | +56.7% | -73.9% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling