-9.3%
PCOR vs SPXS
-83.0%
+73.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +1.2% |
| 7D | +3.0% | -7.5% | +10.6% | -0.9% |
| 30D | +38.7% | +5.3% | +33.3% | +43.9% |
| 3M | +24.9% | +9.7% | +15.2% | +33.0% |
| 6M | +68.8% | -4.6% | +73.3% | +68.8% |
| YTD | +6.7% | -25.8% | +32.5% | -5.4% |
| 1Y | +3.0% | -28.8% | +31.8% | -10.4% |
| 3Y | +48.6% | -80.2% | +128.8% | -23.4% |
| All | -9.3% | -83.0% | +73.8% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling