-28.5%
SGI vs PCOR
-4.3%
-24.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +3.1% |
| 7D | -0.2% | +22.2% | -22.4% | -3.1% |
| 30D | +6.6% | +36.0% | -29.5% | +2.3% |
| 3M | +1.8% | +34.0% | -32.2% | -2.2% |
| 6M | -3.9% | +43.5% | -47.4% | -8.0% |
| YTD | -25.2% | +5.1% | -30.4% | -26.3% |
| All | -28.5% | -4.3% | -24.2% | -26.5% |
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