-16.1%
PCOR vs SFM
-41.4%
+25.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.9% | -7.1% | -4.5% |
| 7D | -9.0% | -0.1% | -8.9% | -9.0% |
| 30D | +4.2% | -4.4% | +8.5% | +4.4% |
| 3M | +14.4% | +1.5% | +12.9% | +13.6% |
| 6M | +0.2% | +6.5% | -6.3% | -1.5% |
| YTD | -20.3% | +2.2% | -22.4% | -21.4% |
| 1Y | -16.1% | -41.9% | +25.8% | -6.4% |
| All | -16.1% | -41.4% | +25.3% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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