-35.7%
PCOR vs PSKY
-78.0%
+42.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.1% | -1.8% |
| 7D | +1.4% | -24.6% | +25.9% | +6.6% |
| 30D | +0.4% | -36.1% | +36.6% | +9.3% |
| 3M | +6.9% | -37.1% | +44.0% | +15.3% |
| 6M | +6.2% | -40.5% | +46.7% | +15.9% |
| YTD | -21.7% | -47.7% | +26.0% | -13.0% |
| 1Y | -19.3% | -58.4% | +39.0% | -6.4% |
| 3Y | -17.3% | -40.7% | +23.4% | -17.7% |
| All | -35.7% | -78.0% | +42.3% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling