-34.1%
PCOR vs SPXU
-89.8%
+55.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.5% | -3.6% |
| 7D | -9.0% | -0.1% | -8.8% | -8.9% |
| 30D | +4.2% | +0.8% | +3.3% | +4.9% |
| 3M | +14.4% | -4.7% | +19.1% | +12.8% |
| 6M | +0.2% | -29.6% | +29.8% | -15.5% |
| YTD | -20.3% | -29.9% | +9.6% | -32.2% |
| 1Y | -16.1% | -39.1% | +22.9% | -33.2% |
| 3Y | -14.7% | -80.0% | +65.3% | -55.7% |
| 5Y | -43.2% | -86.0% | +42.9% | -67.2% |
| All | -34.1% | -89.8% | +55.7% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling