-6.0%
SAP vs PCOR
-2.2%
-3.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -3.9% | +2.2% | -6.0% | -4.8% |
| 30D | +6.5% | +37.4% | -30.9% | -9.1% |
| 3M | +14.7% | +33.2% | -18.6% | -1.1% |
| 6M | +39.9% | +60.6% | -20.7% | +8.7% |
| YTD | -2.0% | +6.2% | -8.1% | -7.7% |
| 1Y | -6.0% | -1.1% | -4.9% | -9.3% |
| All | -6.0% | -2.2% | -3.8% | -9.3% |
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