-39.8%
PCOR vs PNR
-21.7%
-18.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -8.2% | -6.0% | -2.2% | -4.0% |
| 30D | -8.1% | -14.0% | +5.8% | +2.2% |
| 3M | +26.2% | -21.7% | +47.9% | +46.6% |
| 6M | -5.0% | -37.3% | +32.2% | +28.4% |
| YTD | -26.8% | -45.1% | +18.3% | +9.6% |
| 1Y | -24.6% | -49.1% | +24.6% | +20.2% |
| 3Y | -19.6% | -14.8% | -4.8% | -18.9% |
| All | -39.8% | -21.7% | -18.1% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling