-34.1%
PCOR vs SITM
+594.0%
-628.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.5% | -10.8% | -5.6% |
| 7D | -9.0% | +9.7% | -18.7% | -10.8% |
| 30D | +4.2% | +12.7% | -8.5% | -0.1% |
| 3M | +14.4% | -13.4% | +27.8% | +13.8% |
| 6M | +0.2% | +59.6% | -59.4% | -17.6% |
| YTD | -20.3% | +73.3% | -93.6% | -37.1% |
| 1Y | -16.1% | +165.5% | -181.7% | -42.0% |
| 3Y | -14.7% | +368.7% | -383.4% | -54.7% |
| 5Y | -43.2% | +172.5% | -215.7% | -68.6% |
| All | -34.1% | +594.0% | -628.1% | -64.6% |
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