-20.1%
PCOR vs SIRI
-38.7%
+18.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +22.7% | +12.6% | +10.1% | +19.6% |
| 30D | +37.5% | +25.9% | +11.6% | +30.6% |
| 3M | +35.2% | +10.3% | +24.9% | +32.1% |
| 6M | +42.2% | +24.8% | +17.4% | +34.8% |
| YTD | +3.6% | +68.6% | -65.0% | -9.0% |
| 1Y | -4.8% | +55.9% | -60.7% | -14.8% |
| 3Y | +48.3% | -22.3% | +70.7% | +46.9% |
| All | -20.1% | -38.7% | +18.6% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling