-34.1%
PCOR vs SIRI
-39.4%
+5.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.6% | -3.7% |
| 7D | -9.0% | +1.6% | -10.5% | -9.3% |
| 30D | +4.2% | -4.7% | +8.9% | +5.2% |
| 3M | +14.4% | +5.3% | +9.1% | +12.8% |
| 6M | +0.2% | +30.5% | -30.3% | -6.5% |
| YTD | -20.3% | +49.6% | -69.9% | -28.2% |
| 1Y | -16.1% | +28.5% | -44.6% | -21.9% |
| 3Y | -14.7% | -27.5% | +12.7% | -14.4% |
| 5Y | -43.2% | -44.7% | +1.5% | -37.9% |
| All | -34.1% | -39.4% | +5.3% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling