-19.8%
PCOR vs SUI
-25.7%
+5.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | +23.7% | +8.8% | +14.9% | +18.2% |
| 30D | +39.0% | +8.9% | +30.1% | +32.5% |
| 3M | +35.8% | +2.0% | +33.7% | +34.1% |
| 6M | +38.2% | -0.6% | +38.9% | +37.9% |
| YTD | +3.9% | +1.3% | +2.6% | +1.9% |
| 1Y | +5.7% | +1.3% | +4.4% | +3.6% |
| 3Y | +44.8% | +16.3% | +28.5% | +23.4% |
| 5Y | -19.8% | -25.1% | +5.3% | +3.2% |
| All | -19.8% | -25.7% | +5.9% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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