-34.1%
PCOR vs SBAC
-28.4%
-5.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.9% |
| 7D | -9.0% | -0.8% | -8.2% | -8.7% |
| 30D | +4.2% | +6.9% | -2.8% | +2.0% |
| 3M | +14.4% | -8.2% | +22.6% | +17.2% |
| 6M | +0.2% | -1.6% | +1.8% | -0.8% |
| YTD | -20.3% | -0.1% | -20.1% | -21.8% |
| 1Y | -16.1% | -0.5% | -15.7% | -17.8% |
| 3Y | -14.7% | -9.1% | -5.6% | -17.5% |
| 5Y | -43.2% | -43.8% | +0.6% | -27.7% |
| All | -34.1% | -28.4% | -5.7% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling