-16.1%
PCOR vs SITM
+174.8%
-190.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.5% | -10.8% | -4.2% |
| 7D | -9.0% | +9.7% | -18.7% | -8.9% |
| 30D | +4.2% | +12.7% | -8.5% | +3.8% |
| 3M | +14.4% | -13.4% | +27.8% | +14.2% |
| 6M | +0.2% | +59.6% | -59.4% | -7.9% |
| YTD | -20.3% | +73.3% | -93.6% | -29.4% |
| 1Y | -16.1% | +165.5% | -181.7% | -34.9% |
| All | -16.1% | +174.8% | -190.9% | -34.9% |
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