-20.1%
PCOR vs COPX
+119.7%
-139.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.8% |
| 7D | +22.7% | -1.0% | +23.7% | +23.2% |
| 30D | +37.5% | -14.8% | +52.2% | +44.4% |
| 3M | +35.2% | -17.2% | +52.4% | +42.6% |
| 6M | +42.2% | -14.5% | +56.7% | +46.0% |
| YTD | +3.6% | -0.4% | +4.0% | -5.3% |
| 1Y | -4.8% | +21.9% | -26.6% | -21.5% |
| 3Y | +48.3% | +123.7% | -75.4% | -14.5% |
| All | -20.1% | +119.7% | -139.8% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling