-34.1%
PCOR vs NYT
+69.2%
-103.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -9.0% | -1.3% | -7.7% | -8.4% |
| 30D | +4.2% | +2.7% | +1.4% | +2.5% |
| 3M | +14.4% | -10.3% | +24.7% | +19.7% |
| 6M | +0.2% | -16.6% | +16.7% | +8.5% |
| YTD | -20.3% | -2.3% | -18.0% | -20.8% |
| 1Y | -16.1% | +15.0% | -31.1% | -23.7% |
| 3Y | -14.7% | +57.1% | -71.9% | -37.1% |
| 5Y | -43.2% | +37.2% | -80.3% | -59.6% |
| All | -34.1% | +69.2% | -103.3% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling