-3.3%
PCOR vs SARO
+1.3%
-4.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | +20.7% | +12.9% | +7.8% | +19.4% |
| 30D | +35.7% | +41.2% | -5.6% | +32.0% |
| 3M | +31.1% | +0.6% | +30.5% | +29.8% |
| 6M | +43.1% | +13.3% | +29.8% | +39.7% |
| YTD | +4.8% | -0.7% | +5.5% | +7.4% |
| All | -3.3% | +1.3% | -4.6% | -2.9% |
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