+55.5%
PNC vs PCOR
-30.9%
+86.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +0.9% |
| 7D | +1.4% | -9.0% | +10.4% | +2.9% |
| 30D | -3.8% | +4.2% | -8.0% | -4.7% |
| 3M | +9.0% | +14.4% | -5.4% | +5.9% |
| 6M | +16.6% | +0.2% | +16.5% | +14.9% |
| YTD | +20.4% | -20.3% | +40.7% | +23.3% |
| 1Y | +22.3% | -16.1% | +38.5% | +23.5% |
| 3Y | +124.5% | -14.7% | +139.3% | +120.3% |
| 5Y | +54.1% | -43.2% | +97.2% | +47.0% |
| All | +55.5% | -30.9% | +86.4% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling