-14.4%
PCOR vs SITM
+372.7%
-387.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +17.4% | -17.8% | -3.6% |
| 7D | +22.7% | -6.7% | +29.5% | +23.2% |
| 30D | +37.5% | -37.3% | +74.8% | +48.4% |
| 3M | +35.2% | -39.4% | +74.6% | +44.9% |
| 6M | +42.2% | -33.1% | +75.4% | +42.0% |
| YTD | +3.6% | +18.0% | -14.5% | -13.9% |
| 1Y | -4.8% | +22.7% | -27.4% | -22.2% |
| 3Y | +48.3% | +283.8% | -235.4% | -20.6% |
| 5Y | -20.1% | +45.0% | -65.1% | -52.3% |
| All | -14.4% | +372.7% | -387.1% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling