+43.0%
SN vs PCOR
-14.7%
+57.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.2% | -0.4% |
| 7D | -9.3% | -9.0% | -0.4% | -8.1% |
| 30D | -4.8% | +4.2% | -9.0% | -5.2% |
| 3M | +40.4% | +14.4% | +26.0% | +37.7% |
| 6M | +50.9% | +0.2% | +50.8% | +49.3% |
| YTD | +54.9% | -20.3% | +75.2% | +65.3% |
| 1Y | +43.0% | -16.1% | +59.2% | +49.1% |
| All | +43.0% | -14.7% | +57.7% | +49.1% |
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