-14.6%
PCOR vs SFM
+108.0%
-122.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.9% | -7.1% | -4.7% |
| 7D | -9.0% | -0.1% | -8.9% | -9.0% |
| 30D | +4.2% | -4.4% | +8.5% | +4.6% |
| 3M | +14.4% | +1.5% | +12.9% | +13.4% |
| 6M | +0.2% | +6.5% | -6.3% | -2.3% |
| YTD | -20.3% | +2.2% | -22.4% | -21.7% |
| 1Y | -16.1% | -41.9% | +25.8% | -7.5% |
| All | -14.6% | +108.0% | -122.6% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling