+74.8%
SO vs PCOR
-10.3%
+85.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -1.5% | +22.7% | -24.2% | -1.5% |
| 30D | +8.1% | +37.5% | -29.4% | +8.0% |
| 3M | +0.2% | +35.2% | -35.0% | +0.1% |
| 6M | +0.4% | +42.2% | -41.9% | +0.3% |
| YTD | +8.5% | +3.6% | +4.9% | +8.6% |
| 1Y | +4.9% | -4.8% | +9.7% | +5.2% |
| 3Y | +47.9% | +48.3% | -0.4% | +45.7% |
| 5Y | +75.7% | -20.1% | +95.7% | +70.0% |
| All | +74.8% | -10.3% | +85.1% | +71.4% |
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