-40.7%
PCOR vs NYT
+40.3%
-81.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.7% |
| 7D | -6.9% | +0.3% | -7.3% | -7.1% |
| 30D | -1.5% | +7.0% | -8.5% | -5.2% |
| 3M | +18.5% | -7.9% | +26.4% | +22.6% |
| 6M | -4.7% | -15.0% | +10.4% | +2.6% |
| YTD | -22.8% | -1.3% | -21.5% | -23.8% |
| 1Y | -20.7% | +16.9% | -37.6% | -29.0% |
| 3Y | -14.6% | +58.9% | -73.5% | -38.9% |
| 5Y | -40.7% | +40.9% | -81.6% | -59.4% |
| All | -40.7% | +40.3% | -81.1% | -59.4% |
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 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