+259.0%
SU vs PCOR
-30.9%
+289.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.3% |
| 7D | +3.6% | -9.0% | +12.5% | +4.5% |
| 30D | +7.9% | +4.2% | +3.7% | +7.3% |
| 3M | +3.5% | +14.4% | -10.9% | +1.9% |
| 6M | +19.0% | +0.2% | +18.8% | +18.1% |
| YTD | +55.0% | -20.3% | +75.2% | +57.4% |
| 1Y | +71.2% | -16.1% | +87.3% | +72.4% |
| 3Y | +117.4% | -14.7% | +132.1% | +114.4% |
| 5Y | +335.2% | -43.2% | +378.3% | +324.8% |
| All | +259.0% | -30.9% | +289.9% | +253.5% |
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