-14.4%
PCOR vs SM
+94.3%
-108.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.5% |
| 7D | +22.7% | -25.9% | +48.6% | +28.7% |
| 30D | +37.5% | -15.1% | +52.6% | +40.0% |
| 3M | +35.2% | +4.9% | +30.3% | +31.0% |
| 6M | +42.2% | +6.1% | +36.1% | +35.8% |
| YTD | +3.6% | +63.4% | -59.9% | -11.7% |
| 1Y | -4.8% | +72.5% | -77.2% | -20.0% |
| 3Y | +48.3% | -16.9% | +65.2% | +42.1% |
| 5Y | -20.1% | -10.6% | -9.4% | -27.6% |
| All | -14.4% | +94.3% | -108.7% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling