+30.5%
PNC vs PCOR
-19.6%
+50.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.1% | +22.7% | -23.8% | -4.7% |
| 30D | +4.5% | +37.5% | -33.0% | -1.3% |
| 3M | -10.0% | +35.2% | -45.2% | -15.1% |
| 6M | +3.1% | +42.2% | -39.2% | -4.3% |
| YTD | +11.5% | +3.6% | +8.0% | +8.9% |
| 1Y | +27.3% | -4.8% | +32.0% | +26.5% |
| 3Y | +106.4% | +48.3% | +58.0% | +83.9% |
| All | +30.5% | -19.6% | +50.1% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling