+47.8%
PNC vs PCOR
-9.2%
+57.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.8% | +20.7% | -19.9% | -2.4% |
| 30D | +6.5% | +35.7% | -29.2% | +1.0% |
| 3M | -7.3% | +31.1% | -38.3% | -11.9% |
| 6M | +8.5% | +43.1% | -34.6% | +1.0% |
| YTD | +14.5% | +4.8% | +9.6% | +11.6% |
| 1Y | +29.1% | -3.7% | +32.7% | +28.0% |
| 3Y | +113.7% | +46.5% | +67.2% | +92.4% |
| 5Y | +35.7% | -17.3% | +53.0% | +23.4% |
| All | +47.8% | -9.2% | +57.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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