-11.9%
PCOR vs SM
+102.3%
-114.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -3.9% | +0.7% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +37.9% | -17.3% | +55.2% | +41.3% |
| 3M | +32.0% | -3.6% | +35.6% | +30.3% |
| 6M | +54.7% | +2.9% | +51.8% | +49.1% |
| YTD | +6.6% | +70.2% | -63.6% | -9.8% |
| 1Y | -1.7% | +66.5% | -68.2% | -16.5% |
| 3Y | +49.0% | -8.2% | +57.2% | +40.1% |
| 5Y | -12.5% | -1.5% | -11.1% | -21.7% |
| All | -11.9% | +102.3% | -114.2% | -24.4% |
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