+448.0%
SNXX vs PCOR
-17.9%
+465.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.6% | +6.4% | -0.3% |
| 7D | +27.3% | -9.0% | +36.3% | +18.5% |
| 30D | +89.3% | -7.0% | +96.3% | +80.0% |
| 3M | -29.6% | +18.3% | -47.9% | +0.2% |
| 6M | +324.4% | -7.8% | +332.2% | +399.0% |
| All | +448.0% | -17.9% | +465.9% | +523.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling