-38.5%
PCOR vs SPXS
-89.4%
+50.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.1% | -2.9% |
| 7D | -9.0% | +1.2% | -10.3% | -8.3% |
| 30D | -7.0% | +5.2% | -12.2% | -4.1% |
| 3M | +18.3% | -9.2% | +27.5% | +13.4% |
| 6M | -7.8% | -29.6% | +21.8% | -22.2% |
| YTD | -25.6% | -27.6% | +2.0% | -35.6% |
| 1Y | -22.7% | -36.7% | +14.0% | -37.1% |
| 3Y | -17.7% | -79.8% | +62.2% | -57.0% |
| 5Y | -42.0% | -85.9% | +43.8% | -65.9% |
| All | -38.5% | -89.4% | +50.9% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling