+14.8%
SYK vs PCOR
-33.1%
+47.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.2% | -5.7% | -8.3% |
| 7D | -12.9% | -6.9% | -6.0% | -11.9% |
| 30D | -18.5% | -1.5% | -16.9% | -18.3% |
| 3M | -8.1% | +18.5% | -26.6% | -11.0% |
| 6M | -23.8% | -4.7% | -19.1% | -24.2% |
| YTD | -20.9% | -22.8% | +1.8% | -18.8% |
| 1Y | -29.0% | -20.7% | -8.2% | -27.7% |
| 3Y | -1.7% | -14.6% | +12.9% | -4.4% |
| 5Y | +4.0% | -40.7% | +44.7% | +0.9% |
| All | +14.8% | -33.1% | +47.9% | +11.9% |
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