-14.2%
PCOR vs COPX
+158.0%
-172.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.6% | -4.1% |
| 7D | -9.0% | -4.0% | -5.0% | -8.1% |
| 30D | +4.2% | +4.5% | -0.4% | +3.0% |
| 3M | +14.4% | +0.8% | +13.6% | +13.9% |
| 6M | +0.2% | +3.2% | -3.0% | -1.7% |
| YTD | -20.3% | +26.7% | -47.0% | -30.0% |
| 1Y | -16.1% | +85.7% | -101.8% | -38.6% |
| All | -14.2% | +158.0% | -172.1% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling