-14.4%
PCOR vs SBAC
-28.4%
+14.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.3% |
| 7D | +22.7% | +1.2% | +21.5% | +22.5% |
| 30D | +37.5% | +11.2% | +26.3% | +33.0% |
| 3M | +35.2% | +4.5% | +30.7% | +33.3% |
| 6M | +42.2% | -12.2% | +54.4% | +47.5% |
| YTD | +3.6% | -0.1% | +3.7% | +1.5% |
| 1Y | -4.8% | -0.3% | -4.5% | -6.6% |
| 3Y | +48.3% | -8.7% | +57.1% | +43.8% |
| 5Y | -20.1% | -40.2% | +20.1% | +0.5% |
| All | -14.4% | -28.4% | +14.0% | +15.2% |
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