-79.9%
SMR vs PCOR
+1.3%
-81.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -8.3% | +3.0% | -11.3% | -8.7% |
| 30D | -20.1% | +38.7% | -58.8% | -25.7% |
| 3M | -52.7% | +24.9% | -77.5% | -55.0% |
| 6M | -61.0% | +68.8% | -129.8% | -65.6% |
| YTD | -67.1% | +6.7% | -73.8% | -64.1% |
| 1Y | -79.9% | +3.0% | -82.9% | -76.5% |
| All | -79.9% | +1.3% | -81.1% | -76.5% |
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