-14.6%
PCOR vs PNR
-11.9%
-2.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -9.0% | -2.4% | -6.6% | -7.8% |
| 30D | +4.2% | -12.8% | +16.9% | +12.2% |
| 3M | +14.4% | -17.0% | +31.4% | +24.5% |
| 6M | +0.2% | -37.4% | +37.6% | +29.7% |
| YTD | -20.3% | -41.6% | +21.4% | +8.2% |
| 1Y | -16.1% | -44.6% | +28.5% | +18.4% |
| All | -14.6% | -11.9% | -2.7% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling