+6.9%
PCOR vs PNR
-31.2%
+38.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +3.3% | +16.4% | +19.0% |
| 7D | +21.8% | +11.9% | +9.9% | +19.6% |
| 30D | +39.5% | +37.1% | +2.4% | +32.0% |
| 3M | +35.2% | +5.7% | +29.5% | +34.0% |
| 6M | +21.7% | -5.7% | +27.4% | +22.0% |
| YTD | +3.9% | -29.8% | +33.7% | +16.0% |
| 1Y | +6.9% | -31.8% | +38.7% | +21.2% |
| All | +6.9% | -31.2% | +38.1% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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