-20.1%
PCOR vs SPXS
-81.6%
+61.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.8% |
| 7D | +22.7% | +7.5% | +15.2% | +28.3% |
| 30D | +37.5% | +17.5% | +20.0% | +50.8% |
| 3M | +35.2% | +14.7% | +20.5% | +47.3% |
| 6M | +42.2% | -0.1% | +42.4% | +45.3% |
| YTD | +3.6% | -19.7% | +23.3% | -4.5% |
| 1Y | -4.8% | -23.6% | +18.9% | -14.1% |
| 3Y | +48.3% | -79.2% | +127.5% | -21.6% |
| All | -20.1% | -81.6% | +61.4% | -44.4% |
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 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