+439.5%
SN vs PCOR
+2.1%
+437.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | +7.2% | +22.7% | -15.5% | +0.6% |
| 30D | +20.4% | +37.5% | -17.1% | +9.4% |
| 3M | +23.9% | +35.2% | -11.3% | +12.7% |
| 6M | +93.0% | +42.2% | +50.8% | +71.8% |
| YTD | +99.2% | +3.6% | +95.7% | +94.0% |
| 1Y | +142.6% | -4.8% | +147.4% | +144.0% |
| 3Y | +398.8% | +48.3% | +350.5% | +323.8% |
| All | +439.5% | +2.1% | +437.3% | +504.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling