-14.6%
PCOR vs PSKY
-12.8%
-1.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -6.9% | +2.4% | -9.3% | -7.3% |
| 30D | -1.5% | +17.5% | -19.1% | -4.0% |
| 3M | +18.5% | +4.4% | +14.1% | +17.6% |
| 6M | -4.7% | -9.0% | +4.4% | -3.5% |
| YTD | -22.8% | -18.6% | -4.2% | -20.9% |
| 1Y | -20.7% | -27.7% | +7.0% | -17.9% |
| 3Y | -14.6% | -16.9% | +2.3% | -4.8% |
| All | -14.6% | -12.8% | -1.8% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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