+48.6%
PCOR vs SITM
+318.4%
-269.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +1.2% |
| 7D | +3.0% | +6.6% | -3.6% | +2.2% |
| 30D | +38.7% | -15.3% | +54.0% | +40.5% |
| 3M | +24.9% | -35.4% | +60.2% | +29.9% |
| 6M | +68.8% | -46.8% | +115.6% | +78.1% |
| YTD | +6.7% | +25.9% | -19.2% | -10.6% |
| 1Y | +3.0% | +54.0% | -51.0% | -18.8% |
| 3Y | +48.6% | +315.6% | -267.0% | -13.8% |
| All | +48.6% | +318.4% | -269.7% | -13.8% |
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