-14.6%
PCOR vs BOXX
+14.6%
-29.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -6.9% | 0.0% | -6.9% | -7.0% |
| 30D | -1.5% | +0.3% | -1.9% | -2.3% |
| 3M | +18.5% | +1.0% | +17.5% | +15.7% |
| 6M | -4.7% | +1.9% | -6.6% | -6.4% |
| YTD | -22.8% | +2.6% | -25.4% | -23.2% |
| 1Y | -20.7% | +4.0% | -24.8% | -19.4% |
| 3Y | -14.6% | +14.6% | -29.2% | +25.6% |
| All | -14.6% | +14.6% | -29.2% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling