+75.1%
SAP vs PCOR
+43.8%
+31.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -4.0% |
| 7D | -0.7% | +22.7% | -23.4% | -7.7% |
| 30D | +11.1% | +37.5% | -26.4% | -0.8% |
| 3M | +17.0% | +35.2% | -18.2% | +4.8% |
| 6M | +34.8% | +42.2% | -7.4% | +17.7% |
| YTD | -2.2% | +3.6% | -5.8% | -8.1% |
| 1Y | -6.4% | -4.8% | -1.7% | -10.4% |
| 3Y | +75.1% | +48.3% | +26.8% | +51.3% |
| All | +75.1% | +43.8% | +31.4% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling