-3.6%
SMR vs PCOR
-10.7%
+7.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.7% | +1.0% |
| 7D | +4.4% | -9.0% | +13.4% | +7.9% |
| 30D | +3.4% | +4.2% | -0.8% | +1.8% |
| 3M | -19.2% | +14.4% | -33.6% | -23.5% |
| 6M | -22.6% | +0.2% | -22.8% | -24.1% |
| YTD | -31.5% | -20.3% | -11.3% | -27.5% |
| 1Y | -73.1% | -16.1% | -56.9% | -72.2% |
| 3Y | +55.0% | -14.7% | +69.7% | +56.1% |
| All | -3.6% | -10.7% | +7.2% | -12.0% |
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