-16.1%
PCOR vs SPXS
-40.2%
+24.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.5% | -3.9% |
| 7D | -9.0% | -0.1% | -8.9% | -8.9% |
| 30D | +4.2% | +0.8% | +3.3% | +4.6% |
| 3M | +14.4% | -4.7% | +19.1% | +14.3% |
| 6M | +0.2% | -29.6% | +29.8% | -7.3% |
| YTD | -20.3% | -29.8% | +9.6% | -25.3% |
| 1Y | -16.1% | -38.9% | +22.8% | -20.4% |
| All | -16.1% | -40.2% | +24.1% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling