+86.3%
SAP vs PCOR
-10.0%
+96.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +19.7% | -15.5% | -1.1% |
| 7D | +1.3% | +21.8% | -20.5% | -4.4% |
| 30D | +15.5% | +39.5% | -24.0% | +5.1% |
| 3M | +22.8% | +35.2% | -12.5% | +12.4% |
| 6M | +42.5% | +21.7% | +20.7% | +32.7% |
| YTD | +0.5% | +3.9% | -3.4% | -3.4% |
| 1Y | -5.9% | +6.9% | -12.9% | -10.4% |
| 3Y | +79.5% | +44.8% | +34.8% | +55.5% |
| 5Y | +75.3% | -21.9% | +97.3% | +56.1% |
| All | +86.3% | -10.0% | +96.3% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling