+48.9%
PCOR vs SM
-20.8%
+69.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.8% |
| 7D | +23.7% | -25.1% | +48.8% | +29.2% |
| 30D | +39.0% | -15.6% | +54.6% | +41.2% |
| 3M | +35.8% | +2.7% | +33.0% | +30.8% |
| 6M | +38.2% | -3.8% | +42.1% | +33.3% |
| YTD | +3.9% | +61.8% | -57.9% | -15.6% |
| 1Y | +5.7% | +71.4% | -65.7% | -16.0% |
| All | +48.9% | -20.8% | +69.7% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling