+48.6%
PCOR vs PNR
+15.8%
+32.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.0% | +0.3% | +2.8% | +2.9% |
| 30D | +38.7% | +31.7% | +7.0% | +19.3% |
| 3M | +24.9% | +2.6% | +22.2% | +23.2% |
| 6M | +68.8% | -6.4% | +75.2% | +72.0% |
| YTD | +6.7% | -33.4% | +40.1% | +35.7% |
| 1Y | +3.0% | -35.1% | +38.1% | +33.4% |
| 3Y | +48.6% | +17.1% | +31.5% | +17.9% |
| All | +48.6% | +15.8% | +32.8% | +17.9% |
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