-49.5%
SMR vs PCOR
+15.9%
-65.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.4% | +16.6% | +16.4% |
| 7D | -9.6% | +22.7% | -32.3% | -16.4% |
| 30D | -33.8% | +37.5% | -71.2% | -41.2% |
| 3M | -46.4% | +35.2% | -81.6% | -52.4% |
| 6M | -62.4% | +42.2% | -104.7% | -67.6% |
| YTD | -64.1% | +3.6% | -67.7% | -65.8% |
| 1Y | -84.3% | -4.8% | -79.6% | -84.5% |
| 3Y | +55.8% | +48.3% | +7.5% | +33.9% |
| All | -49.5% | +15.9% | -65.4% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling