-12.2%
PCOR vs SPXU
-89.4%
+77.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | +0.2% |
| 7D | +2.2% | -9.4% | +11.5% | -2.8% |
| 30D | +37.4% | +7.4% | +30.0% | +44.1% |
| 3M | +33.2% | +6.2% | +27.0% | +39.6% |
| 6M | +60.6% | -7.2% | +67.8% | +58.2% |
| YTD | +6.2% | -26.8% | +32.9% | -6.5% |
| 1Y | -1.1% | -26.3% | +25.2% | -12.1% |
| 3Y | +48.4% | -80.6% | +129.0% | -24.2% |
| 5Y | -13.1% | -83.6% | +70.5% | -44.6% |
| All | -12.2% | -89.4% | +77.1% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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