-41.4%
PCOR vs SITM
+170.8%
-212.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.5% | -10.8% | -5.7% |
| 7D | -9.0% | +9.7% | -18.7% | -10.9% |
| 30D | +4.2% | +12.7% | -8.5% | -0.4% |
| 3M | +14.4% | -13.4% | +27.8% | +13.7% |
| 6M | +0.2% | +59.6% | -59.4% | -18.7% |
| YTD | -20.3% | +73.3% | -93.6% | -38.1% |
| 1Y | -16.1% | +165.5% | -181.7% | -43.6% |
| 3Y | -14.7% | +368.7% | -383.4% | -57.2% |
| All | -41.4% | +170.8% | -212.2% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling