-19.8%
PCOR vs SM
-8.9%
-10.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.9% |
| 7D | +23.7% | -25.1% | +48.8% | +29.9% |
| 30D | +39.0% | -15.6% | +54.6% | +41.9% |
| 3M | +35.8% | +2.7% | +33.0% | +31.6% |
| 6M | +38.2% | -3.8% | +42.1% | +34.3% |
| YTD | +3.9% | +61.8% | -57.9% | -13.1% |
| 1Y | +5.7% | +71.4% | -65.7% | -13.2% |
| 3Y | +44.8% | -20.7% | +65.5% | +39.2% |
| 5Y | -19.8% | -11.5% | -8.3% | -29.7% |
| All | -19.8% | -8.9% | -10.9% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling