+76.7%
SO vs PCOR
-10.0%
+86.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.4% | +23.7% | -23.3% | +0.3% |
| 30D | +9.2% | +39.0% | -29.7% | +9.2% |
| 3M | +1.1% | +35.8% | -34.7% | +1.0% |
| 6M | -1.1% | +38.2% | -39.3% | -1.2% |
| YTD | +9.7% | +3.9% | +5.7% | +9.8% |
| 1Y | +5.5% | +5.7% | -0.2% | +5.6% |
| 3Y | +47.0% | +44.8% | +2.3% | +45.0% |
| 5Y | +77.6% | -19.8% | +97.4% | +71.9% |
| All | +76.7% | -10.0% | +86.7% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling