-12.2%
PCOR vs SBAC
-29.0%
+16.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +2.2% | -2.7% | +4.9% | +3.1% |
| 30D | +37.4% | +3.3% | +34.2% | +36.2% |
| 3M | +33.2% | +3.3% | +29.9% | +31.8% |
| 6M | +60.6% | -10.9% | +71.5% | +65.8% |
| YTD | +6.2% | -1.0% | +7.1% | +4.4% |
| 1Y | -1.1% | -4.5% | +3.4% | -1.5% |
| 3Y | +48.4% | -8.7% | +57.1% | +43.6% |
| 5Y | -13.1% | -40.6% | +27.5% | +9.5% |
| All | -12.2% | -29.0% | +16.8% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling