-1.1%
PCOR vs SITM
+51.8%
-52.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.4% |
| 7D | +2.2% | +32.5% | -30.4% | +5.5% |
| 30D | +37.4% | -18.8% | +56.3% | +35.7% |
| 3M | +33.2% | -30.9% | +64.1% | +30.3% |
| 6M | +60.6% | -44.5% | +105.1% | +56.5% |
| YTD | +6.2% | +33.2% | -27.1% | +4.6% |
| 1Y | -1.1% | +53.8% | -54.9% | -5.2% |
| All | -1.1% | +51.8% | -52.9% | -5.2% |
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