-42.0%
PCOR vs SNY
+7.6%
-49.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | -9.0% | -3.6% | -5.4% | -8.5% |
| 30D | -7.0% | -1.4% | -5.5% | -6.8% |
| 3M | +18.3% | -4.2% | +22.5% | +19.0% |
| 6M | -7.8% | +2.0% | -9.8% | -8.2% |
| YTD | -25.6% | -6.7% | -18.9% | -25.0% |
| 1Y | -22.7% | -4.7% | -18.0% | -22.4% |
| 3Y | -17.7% | -8.1% | -9.5% | -17.5% |
| 5Y | -42.0% | +8.2% | -50.3% | -46.4% |
| All | -42.0% | +7.6% | -49.6% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling