-14.4%
PCOR vs SFM
+93.8%
-108.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.5% | +0.5% |
| 7D | +22.7% | -1.2% | +23.9% | +22.9% |
| 30D | +37.5% | -24.8% | +62.2% | +43.2% |
| 3M | +35.2% | -43.7% | +78.9% | +47.3% |
| 6M | +42.2% | -37.3% | +79.5% | +51.3% |
| YTD | +3.6% | -38.4% | +41.9% | +10.1% |
| 1Y | -4.8% | -36.9% | +32.2% | +0.8% |
| 3Y | +48.3% | +20.7% | +27.7% | +41.2% |
| 5Y | -20.1% | +103.5% | -123.5% | -25.4% |
| All | -14.4% | +93.8% | -108.2% | -20.6% |
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