-36.2%
PCOR vs PNR
-6.5%
-29.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.5% | -1.3% |
| 7D | -6.9% | -3.0% | -3.9% | -4.9% |
| 30D | -1.5% | -14.9% | +13.4% | +9.9% |
| 3M | +18.5% | -19.0% | +37.5% | +33.8% |
| 6M | -4.7% | -35.9% | +31.3% | +26.2% |
| YTD | -22.8% | -43.1% | +20.4% | +11.6% |
| 1Y | -20.7% | -46.4% | +25.7% | +20.0% |
| 3Y | -14.6% | -10.8% | -3.7% | -15.9% |
| 5Y | -40.7% | -18.9% | -21.9% | -41.9% |
| All | -36.2% | -6.5% | -29.7% | -38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling