+1.2%
SW vs PCOR
-10.0%
+11.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.7% | +23.7% | -19.0% | +0.6% |
| 30D | +5.0% | +39.0% | -34.0% | -1.3% |
| 3M | -7.3% | +35.8% | -43.1% | -12.7% |
| 6M | +15.0% | +38.2% | -23.3% | +7.2% |
| YTD | +18.5% | +3.9% | +14.6% | +15.5% |
| 1Y | +27.1% | +5.7% | +21.5% | +23.2% |
| 3Y | +49.3% | +44.8% | +4.5% | +35.9% |
| 5Y | -1.6% | -19.8% | +18.1% | -6.5% |
| All | +1.2% | -10.0% | +11.2% | -6.3% |
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