-34.1%
PCOR vs SM
+136.6%
-170.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.7% | -3.7% |
| 7D | -9.0% | +0.1% | -9.1% | -9.0% |
| 30D | +4.2% | +26.3% | -22.1% | -1.0% |
| 3M | +14.4% | +8.7% | +5.7% | +11.4% |
| 6M | +0.2% | +51.7% | -51.5% | -10.4% |
| YTD | -20.3% | +99.0% | -119.3% | -33.4% |
| 1Y | -16.1% | +34.6% | -50.7% | -23.7% |
| 3Y | -14.7% | -7.8% | -7.0% | -18.9% |
| 5Y | -43.2% | +104.8% | -147.9% | -53.0% |
| All | -34.1% | +136.6% | -170.7% | -44.2% |
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