-84.3%
SMR vs PCOR
-2.3%
-82.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.4% | +16.6% | +16.3% |
| 7D | -9.6% | +22.7% | -32.3% | -13.8% |
| 30D | -33.8% | +37.5% | -71.2% | -38.8% |
| 3M | -46.4% | +35.2% | -81.6% | -50.4% |
| 6M | -62.4% | +42.2% | -104.7% | -65.4% |
| YTD | -64.1% | +3.6% | -67.7% | -60.0% |
| 1Y | -84.3% | -4.8% | -79.6% | -79.4% |
| All | -84.3% | -2.3% | -82.1% | -79.4% |
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