+149.8%
SMR vs PCOR
+52.3%
+97.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.8% | -3.9% |
| 7D | -2.8% | +20.7% | -23.5% | -11.2% |
| 30D | -27.5% | +35.7% | -63.2% | -37.3% |
| 3M | -43.1% | +31.1% | -74.2% | -50.5% |
| 6M | -58.4% | +43.1% | -101.5% | -65.7% |
| YTD | -63.2% | +4.8% | -68.0% | -64.7% |
| 1Y | -81.6% | -3.7% | -78.0% | -81.4% |
| 3Y | +149.8% | +46.5% | +103.2% | +48.3% |
| All | +149.8% | +52.3% | +97.4% | +48.3% |
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