-81.6%
SMR vs PCOR
-4.6%
-77.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.8% | -4.0% |
| 7D | -2.8% | +20.7% | -23.5% | -6.8% |
| 30D | -27.5% | +35.7% | -63.2% | -32.7% |
| 3M | -43.1% | +31.1% | -74.2% | -46.9% |
| 6M | -58.4% | +43.1% | -101.5% | -61.7% |
| YTD | -63.2% | +4.8% | -68.0% | -58.5% |
| 1Y | -81.6% | -3.7% | -78.0% | -75.4% |
| All | -81.6% | -4.6% | -77.1% | -75.4% |
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