-19.8%
PCOR vs SFM
+118.6%
-138.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.9% |
| 7D | +23.7% | +7.5% | +16.2% | +22.1% |
| 30D | +39.0% | -20.8% | +59.8% | +43.8% |
| 3M | +35.8% | -39.4% | +75.1% | +46.6% |
| 6M | +38.2% | -34.5% | +72.7% | +46.4% |
| YTD | +3.9% | -35.2% | +39.2% | +9.9% |
| 1Y | +5.7% | -35.3% | +41.0% | +11.6% |
| 3Y | +44.8% | +23.9% | +20.9% | +35.2% |
| 5Y | -19.8% | +113.8% | -133.6% | -23.9% |
| All | -19.8% | +118.6% | -138.3% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling