-3.4%
PCOR vs SPXU
-27.0%
+23.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.0% | +8.5% | -0.5% |
| 7D | +22.2% | -1.5% | +23.7% | +22.2% |
| 30D | +36.0% | +9.7% | +26.4% | +40.0% |
| 3M | +34.0% | +8.4% | +25.6% | +37.9% |
| 6M | +43.5% | -5.7% | +49.2% | +44.0% |
| YTD | +5.1% | -25.4% | +30.6% | +2.0% |
| All | -3.4% | -27.0% | +23.5% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling