-11.8%
PCOR vs SNY
+11.9%
-23.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +3.0% | +2.8% | +0.2% | +2.5% |
| 30D | +38.7% | +21.6% | +17.1% | +34.1% |
| 3M | +24.9% | +10.5% | +14.4% | +22.6% |
| 6M | +68.8% | +14.0% | +54.7% | +64.8% |
| YTD | +6.7% | +5.4% | +1.4% | +5.3% |
| 1Y | +3.0% | -2.5% | +5.5% | +2.8% |
| 3Y | +48.6% | +22.1% | +26.5% | +42.5% |
| 5Y | -12.7% | +18.0% | -30.7% | -19.0% |
| All | -11.8% | +11.9% | -23.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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