+48.3%
PCOR vs SITM
+269.8%
-221.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +17.4% | -17.8% | -2.4% |
| 7D | +22.7% | -6.7% | +29.5% | +23.1% |
| 30D | +37.5% | -37.3% | +74.8% | +44.8% |
| 3M | +35.2% | -39.4% | +74.6% | +41.8% |
| 6M | +42.2% | -33.1% | +75.4% | +41.2% |
| YTD | +3.6% | +18.0% | -14.5% | -12.5% |
| 1Y | -4.8% | +22.7% | -27.4% | -20.9% |
| 3Y | +48.3% | +283.8% | -235.4% | -12.0% |
| All | +48.3% | +269.8% | -221.5% | -12.0% |
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