-4.8%
PCOR vs SFM
-38.0%
+33.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.5% | +0.5% |
| 7D | +22.7% | -1.2% | +23.9% | +23.0% |
| 30D | +37.5% | -24.8% | +62.2% | +42.9% |
| 3M | +35.2% | -43.7% | +78.9% | +46.1% |
| 6M | +42.2% | -37.3% | +79.5% | +48.9% |
| YTD | +3.6% | -38.4% | +41.9% | +8.3% |
| 1Y | -4.8% | -36.9% | +32.2% | -0.8% |
| All | -4.8% | -38.0% | +33.2% | -0.8% |
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