-16.1%
PCOR vs SARO
-7.4%
-8.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -4.9% | -4.3% |
| 7D | -9.0% | -0.8% | -8.2% | -8.9% |
| 30D | +4.2% | -20.0% | +24.2% | +6.2% |
| 3M | +14.4% | -2.9% | +17.3% | +14.3% |
| 6M | +0.2% | -17.7% | +17.8% | +4.5% |
| YTD | -20.3% | -13.5% | -6.8% | -17.5% |
| 1Y | -16.1% | -9.7% | -6.4% | -15.1% |
| All | -16.1% | -7.4% | -8.7% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling