+28.9%
SYK vs PCOR
-7.6%
+36.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -5.0% | +3.0% | -8.0% | -5.5% |
| 30D | +9.9% | +38.7% | -28.7% | +3.8% |
| 3M | -8.9% | +24.9% | -33.8% | -12.7% |
| 6M | +3.1% | +68.8% | -65.7% | -6.5% |
| YTD | -11.1% | +6.7% | -17.9% | -13.9% |
| 1Y | -16.2% | +3.0% | -19.2% | -18.3% |
| 3Y | +13.2% | +48.6% | -35.4% | -0.1% |
| 5Y | +23.5% | -12.7% | +36.2% | +12.5% |
| All | +28.9% | -7.6% | +36.5% | +18.7% |
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