-39.5%
PCOR vs SNY
-1.2%
-38.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -12.2% | -3.6% | -8.5% | -11.7% |
| 30D | -9.4% | -1.9% | -7.5% | -9.1% |
| 3M | +22.2% | -2.0% | +24.2% | +22.5% |
| 6M | -7.3% | +2.5% | -9.9% | -7.8% |
| YTD | -26.8% | -7.0% | -19.9% | -26.3% |
| 1Y | -22.2% | -4.4% | -17.8% | -22.0% |
| 3Y | -19.1% | -8.4% | -10.7% | -18.9% |
| 5Y | -42.4% | +9.5% | -52.0% | -46.2% |
| All | -39.5% | -1.2% | -38.4% | -43.6% |
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