+259.6%
SU vs PCOR
-9.0%
+268.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | -10.6% | +22.2% | -32.8% | -12.3% |
| 30D | -6.6% | +36.0% | -42.7% | -9.3% |
| 3M | +12.9% | +34.0% | -21.1% | +9.6% |
| 6M | +6.7% | +43.5% | -36.8% | +2.6% |
| YTD | +55.2% | +5.1% | +50.1% | +53.4% |
| 1Y | +61.5% | -3.9% | +65.5% | +61.4% |
| 3Y | +128.7% | +52.9% | +75.8% | +113.0% |
| 5Y | +210.8% | -18.7% | +229.5% | +196.8% |
| All | +259.6% | -9.0% | +268.5% | +244.5% |
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