-20.1%
PCOR vs SFM
+105.4%
-125.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +43.4% |
| 3M | +35.2% | -43.7% | +78.9% | +47.9% |
| 6M | +42.2% | -37.3% | +79.5% | +51.8% |
| YTD | +3.6% | -38.4% | +41.9% | +10.4% |
| 1Y | -4.8% | -36.9% | +32.2% | +1.0% |
| 3Y | +48.3% | +20.7% | +27.7% | +39.2% |
| All | -20.1% | +105.4% | -125.5% | -21.9% |
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