-12.2%
PCOR vs SFM
+102.8%
-115.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | +2.2% | -0.4% | +2.6% | +2.2% |
| 30D | +37.4% | -19.2% | +56.7% | +41.5% |
| 3M | +33.2% | -40.3% | +73.5% | +43.7% |
| 6M | +60.6% | -40.9% | +101.5% | +72.8% |
| YTD | +6.2% | -35.5% | +41.7% | +12.0% |
| 1Y | -1.1% | -37.4% | +36.4% | +4.8% |
| 3Y | +48.4% | +25.5% | +22.9% | +40.3% |
| 5Y | -13.1% | +113.0% | -126.1% | -19.5% |
| All | -12.2% | +102.8% | -115.1% | -19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling