+266.5%
SU vs PCOR
-10.3%
+276.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -13.4% | +22.7% | -36.2% | -15.1% |
| 30D | +0.9% | +37.5% | -36.6% | -2.1% |
| 3M | +12.8% | +35.2% | -22.4% | +9.3% |
| 6M | +8.3% | +42.2% | -34.0% | +4.1% |
| YTD | +58.2% | +3.6% | +54.6% | +56.6% |
| 1Y | +67.1% | -4.8% | +71.9% | +67.1% |
| 3Y | +125.6% | +48.3% | +77.3% | +110.5% |
| 5Y | +213.6% | -20.1% | +233.7% | +199.8% |
| All | +266.5% | -10.3% | +276.8% | +251.5% |
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