+262.0%
SU vs PCOR
-33.1%
+295.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.1% |
| 7D | -1.0% | -6.9% | +6.0% | -0.3% |
| 30D | +13.7% | -1.5% | +15.2% | +13.8% |
| 3M | +8.0% | +18.5% | -10.5% | +5.9% |
| 6M | +21.0% | -4.7% | +25.7% | +20.7% |
| YTD | +56.2% | -22.8% | +79.0% | +59.2% |
| 1Y | +72.2% | -20.7% | +92.9% | +74.5% |
| 3Y | +118.1% | -14.6% | +132.6% | +114.8% |
| 5Y | +350.3% | -40.7% | +391.1% | +339.5% |
| All | +262.0% | -33.1% | +295.1% | +257.6% |
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