-30.9%
PCOR vs SOXQ
+283.8%
-314.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.4% | -7.6% | -6.0% |
| 7D | -9.0% | +2.3% | -11.3% | -10.2% |
| 30D | +4.2% | -2.3% | +6.4% | +4.9% |
| 3M | +14.4% | -13.8% | +28.2% | +18.0% |
| 6M | +0.2% | +48.6% | -48.4% | -30.5% |
| YTD | -20.3% | +66.0% | -86.2% | -49.7% |
| 1Y | -16.1% | +107.9% | -124.0% | -56.0% |
| 3Y | -14.7% | +224.1% | -238.9% | -71.3% |
| 5Y | -43.2% | +256.6% | -299.7% | -82.6% |
| All | -30.9% | +283.8% | -314.7% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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