+14.6%
SYK vs PCOR
-43.0%
+57.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.9% |
| 7D | -8.3% | -9.0% | +0.6% | -6.9% |
| 30D | -10.1% | +4.2% | -14.2% | -10.8% |
| 3M | +0.9% | +14.4% | -13.5% | -1.9% |
| 6M | -20.2% | +0.2% | -20.4% | -21.4% |
| YTD | -13.3% | -20.3% | +7.0% | -11.4% |
| 1Y | -22.3% | -16.1% | -6.2% | -21.8% |
| 3Y | +9.7% | -14.7% | +24.4% | +6.7% |
| All | +14.6% | -43.0% | +57.6% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling