+127.8%
PNC vs PCOR
-14.4%
+142.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +0.8% |
| 7D | +1.4% | -9.0% | +10.4% | +2.8% |
| 30D | -3.8% | +4.2% | -8.0% | -4.7% |
| 3M | +9.0% | +14.4% | -5.4% | +6.2% |
| 6M | +16.6% | +0.2% | +16.5% | +15.3% |
| YTD | +20.4% | -20.3% | +40.7% | +24.6% |
| 1Y | +22.3% | -16.1% | +38.5% | +24.4% |
| All | +127.8% | -14.4% | +142.2% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling