+14.1%
SGOV vs PCOR
+49.3%
-35.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +2.2% | -2.1% | +0.1% |
| 30D | +0.3% | +37.4% | -37.1% | +0.3% |
| 3M | +0.9% | +33.2% | -32.3% | +0.9% |
| 6M | +1.9% | +60.6% | -58.7% | +1.9% |
| YTD | +3.2% | +6.2% | -3.0% | +3.2% |
| 1Y | +3.7% | -1.1% | +4.8% | +3.7% |
| All | +14.1% | +49.3% | -35.2% | +14.0% |
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