+2.8%
SW vs PCOR
-10.0%
+12.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +19.7% | -15.6% | +0.6% |
| 7D | +12.1% | +21.8% | -9.8% | +7.9% |
| 30D | +6.6% | +39.5% | -33.0% | +0.1% |
| 3M | -6.0% | +35.2% | -41.3% | -11.4% |
| 6M | +21.5% | +21.7% | -0.3% | +15.7% |
| YTD | +20.3% | +3.9% | +16.4% | +17.2% |
| 1Y | +28.1% | +6.9% | +21.2% | +23.9% |
| 3Y | +51.6% | +44.8% | +6.8% | +38.0% |
| 5Y | -0.1% | -21.9% | +21.8% | -4.9% |
| All | +2.8% | -10.0% | +12.8% | -4.9% |
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