-4.8%
PCOR vs COPX
+21.3%
-26.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.3% |
| 7D | +22.7% | -1.0% | +23.7% | +22.6% |
| 30D | +37.5% | -14.8% | +52.2% | +36.0% |
| 3M | +35.2% | -17.2% | +52.4% | +33.7% |
| 6M | +42.2% | -14.5% | +56.7% | +42.4% |
| YTD | +3.6% | -0.4% | +4.0% | -4.7% |
| 1Y | -4.8% | +21.9% | -26.6% | -19.8% |
| All | -4.8% | +21.3% | -26.1% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling