+14.7%
SYY vs PCOR
-30.9%
+45.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.9% |
| 7D | -2.3% | -9.0% | +6.7% | -1.6% |
| 30D | -4.9% | +4.2% | -9.1% | -5.3% |
| 3M | +8.4% | +14.4% | -6.0% | +6.9% |
| 6M | -7.4% | +0.2% | -7.5% | -8.0% |
| YTD | +11.0% | -20.3% | +31.2% | +12.4% |
| 1Y | -0.2% | -16.1% | +15.9% | +0.2% |
| 3Y | +23.8% | -14.7% | +38.5% | +21.2% |
| 5Y | +18.1% | -43.2% | +61.3% | +10.8% |
| All | +14.7% | -30.9% | +45.6% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling