-40.9%
SE vs PCOR
-14.7%
-26.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.2% |
| 7D | -6.1% | -9.0% | +2.9% | -4.8% |
| 30D | -2.5% | +4.2% | -6.6% | -3.2% |
| 3M | +21.7% | +14.4% | +7.3% | +18.2% |
| 6M | +27.0% | +0.2% | +26.8% | +25.0% |
| YTD | -12.1% | -20.3% | +8.1% | -10.5% |
| 1Y | -40.9% | -16.1% | -24.8% | -38.4% |
| All | -40.9% | -14.7% | -26.2% | -38.4% |
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