-35.3%
PCOR vs PSKY
-81.1%
+45.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.1% | -1.4% |
| 7D | +1.4% | -24.6% | +25.9% | +8.3% |
| 30D | +0.4% | -36.1% | +36.6% | +12.3% |
| 3M | -20.4% | -53.4% | +33.0% | -3.5% |
| 6M | -20.4% | -53.4% | +33.0% | -3.5% |
| YTD | -20.4% | -53.4% | +33.0% | -3.5% |
| 1Y | -19.3% | -58.4% | +39.0% | +0.3% |
| 3Y | -17.3% | -40.7% | +23.4% | -11.6% |
| 5Y | -40.2% | -80.0% | +39.9% | -20.2% |
| All | -35.3% | -81.1% | +45.9% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling