-13.1%
PCOR vs SBAC
-28.1%
+15.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +22.2% | +3.0% | +19.2% | +21.3% |
| 30D | +36.0% | +4.3% | +31.7% | +34.3% |
| 3M | +34.0% | +4.1% | +29.9% | +32.2% |
| 6M | +43.5% | -11.6% | +55.1% | +48.5% |
| YTD | +5.1% | +0.4% | +4.7% | +2.9% |
| 1Y | -3.9% | -1.1% | -2.8% | -5.5% |
| 3Y | +52.9% | -7.3% | +60.2% | +47.1% |
| 5Y | -18.7% | -40.8% | +22.1% | +2.5% |
| All | -13.1% | -28.1% | +15.0% | +16.8% |
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