+20.2%
SGOV vs PCOR
-36.6%
+56.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | -8.2% | +8.2% | 0.0% |
| 30D | +0.3% | -8.1% | +8.4% | +0.3% |
| 3M | +0.9% | +26.2% | -25.3% | +0.9% |
| 6M | +1.8% | -5.0% | +6.9% | +1.8% |
| YTD | +2.5% | -26.8% | +29.3% | +2.5% |
| 1Y | +3.8% | -24.6% | +28.3% | +3.8% |
| 3Y | +14.4% | -19.6% | +34.0% | +14.4% |
| 5Y | +20.2% | -42.4% | +62.5% | +20.2% |
| All | +20.2% | -36.6% | +56.8% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling