+385.8%
SN vs PCOR
+44.3%
+341.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.8% | +23.7% | -19.9% | -2.8% |
| 30D | +17.5% | +39.0% | -21.5% | +6.3% |
| 3M | +19.2% | +35.8% | -16.5% | +8.2% |
| 6M | +84.9% | +38.2% | +46.7% | +65.8% |
| YTD | +94.0% | +3.9% | +90.1% | +89.5% |
| 1Y | +151.3% | +5.7% | +145.7% | +143.7% |
| All | +385.8% | +44.3% | +341.5% | +327.9% |
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