-13.1%
PCOR vs SIRI
-31.1%
+18.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +22.2% | +11.4% | +10.8% | +19.3% |
| 30D | +36.0% | +24.2% | +11.8% | +29.5% |
| 3M | +34.0% | +11.1% | +22.9% | +30.6% |
| 6M | +43.5% | +23.9% | +19.6% | +36.1% |
| YTD | +5.1% | +70.0% | -64.9% | -8.0% |
| 1Y | -3.9% | +56.6% | -60.6% | -14.3% |
| 3Y | +52.9% | -21.4% | +74.3% | +51.4% |
| 5Y | -18.7% | -38.3% | +19.6% | -12.6% |
| All | -13.1% | -31.1% | +18.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling