-14.6%
PCOR vs SITM
+372.9%
-387.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.5% | -10.8% | -5.2% |
| 7D | -9.0% | +9.7% | -18.7% | -10.2% |
| 30D | +4.2% | +12.7% | -8.5% | +1.1% |
| 3M | +14.4% | -13.4% | +27.8% | +14.2% |
| 6M | +0.2% | +59.6% | -59.4% | -14.4% |
| YTD | -20.3% | +73.3% | -93.6% | -34.4% |
| 1Y | -16.1% | +165.5% | -181.7% | -38.7% |
| All | -14.6% | +372.9% | -387.6% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling