-14.1%
PCOR vs SFM
+103.7%
-117.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.9% |
| 7D | +23.7% | +7.5% | +16.2% | +22.2% |
| 30D | +39.0% | -20.8% | +59.8% | +43.6% |
| 3M | +35.8% | -39.4% | +75.1% | +46.0% |
| 6M | +38.2% | -34.5% | +72.7% | +46.0% |
| YTD | +3.9% | -35.2% | +39.2% | +9.6% |
| 1Y | +5.7% | -35.3% | +41.0% | +11.3% |
| 3Y | +44.8% | +23.9% | +20.9% | +37.2% |
| 5Y | -19.8% | +113.8% | -133.6% | -25.7% |
| All | -14.1% | +103.7% | -117.8% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling