+32.8%
SYK vs PCOR
-7.7%
+40.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -2.0% |
| 7D | -6.1% | +2.5% | -8.7% | -6.6% |
| 30D | +12.8% | +37.9% | -25.1% | +6.6% |
| 3M | -8.1% | +32.0% | -40.1% | -12.8% |
| 6M | +13.5% | +54.7% | -41.3% | +4.3% |
| YTD | -8.5% | +6.6% | -15.1% | -11.3% |
| 1Y | -11.4% | -1.7% | -9.7% | -12.9% |
| 3Y | +20.0% | +49.0% | -29.0% | +5.9% |
| 5Y | +27.6% | -12.5% | +40.1% | +16.2% |
| All | +32.8% | -7.7% | +40.5% | +22.2% |
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