-36.2%
PCOR vs COPX
+161.5%
-197.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -4.5% |
| 7D | -6.9% | +5.8% | -12.7% | -8.7% |
| 30D | -1.5% | +7.2% | -8.8% | -4.0% |
| 3M | +18.5% | +16.5% | +2.0% | +11.3% |
| 6M | -4.7% | +18.4% | -23.1% | -12.8% |
| YTD | -22.8% | +31.9% | -54.7% | -34.8% |
| 1Y | -20.7% | +88.5% | -109.2% | -43.9% |
| 3Y | -14.6% | +173.1% | -187.6% | -51.3% |
| 5Y | -40.7% | +193.1% | -233.9% | -67.8% |
| All | -36.2% | +161.5% | -197.7% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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