-5.9%
SAP vs PCOR
+4.0%
-10.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +19.7% | -15.5% | -4.2% |
| 7D | +1.3% | +21.8% | -20.5% | -7.7% |
| 30D | +15.5% | +39.5% | -24.0% | -1.1% |
| 3M | +22.8% | +35.2% | -12.5% | +6.1% |
| 6M | +42.5% | +21.7% | +20.7% | +23.8% |
| YTD | +0.5% | +3.9% | -3.4% | -10.8% |
| 1Y | -5.9% | +6.9% | -12.9% | -16.4% |
| All | -5.9% | +4.0% | -10.0% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling