+6.9%
PCOR vs SITM
+47.5%
-40.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -9.4% | +29.0% | +18.9% |
| 7D | +21.8% | -19.5% | +41.4% | +20.4% |
| 30D | +39.5% | -43.2% | +82.7% | +35.5% |
| 3M | +35.2% | -30.8% | +66.1% | +32.6% |
| 6M | +21.7% | -28.6% | +50.3% | +17.3% |
| YTD | +3.9% | +14.2% | -10.2% | -5.4% |
| 1Y | +6.9% | +44.4% | -37.4% | -10.7% |
| All | +6.9% | +47.5% | -40.6% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling