+20.2%
SGOV vs PCOR
-42.7%
+62.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.7% | 0.0% |
| 7D | +0.1% | -9.0% | +9.1% | +0.1% |
| 30D | +0.3% | -7.0% | +7.3% | +0.3% |
| 3M | +0.9% | +18.3% | -17.4% | +0.9% |
| 6M | +1.8% | -7.8% | +9.6% | +1.8% |
| YTD | +2.5% | -25.6% | +28.1% | +2.5% |
| 1Y | +3.8% | -22.7% | +26.5% | +3.8% |
| 3Y | +14.4% | -17.7% | +32.0% | +14.4% |
| 5Y | +20.2% | -42.0% | +62.2% | +20.2% |
| All | +20.2% | -42.7% | +62.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling