+26.3%
PCOR vs BOXX
+18.4%
+7.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -9.0% | +0.1% | -9.0% | -9.0% |
| 30D | +4.2% | +0.4% | +3.8% | +3.6% |
| 3M | +14.4% | +1.0% | +13.4% | +13.0% |
| 6M | +0.2% | +2.0% | -1.8% | +0.2% |
| YTD | -20.3% | +2.6% | -22.9% | -19.0% |
| 1Y | -16.1% | +4.1% | -20.2% | -12.1% |
| 3Y | -14.7% | +14.7% | -29.4% | +28.0% |
| All | +26.3% | +18.4% | +7.9% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling