-11.8%
PCOR vs SPXU
-89.2%
+77.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +1.1% |
| 7D | +3.0% | -7.6% | +10.6% | -0.9% |
| 30D | +38.7% | +5.3% | +33.4% | +43.9% |
| 3M | +24.9% | +9.6% | +15.2% | +33.0% |
| 6M | +68.8% | -4.5% | +73.3% | +68.8% |
| YTD | +6.7% | -25.9% | +32.6% | -5.5% |
| 1Y | +3.0% | -28.9% | +31.9% | -10.4% |
| 3Y | +48.6% | -80.5% | +129.1% | -23.8% |
| 5Y | -12.7% | -83.4% | +70.7% | -44.0% |
| All | -11.8% | -89.2% | +77.4% | -45.2% |
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