-14.4%
PCOR vs SPXU
-88.4%
+74.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.7% |
| 7D | +22.7% | +7.6% | +15.2% | +28.3% |
| 30D | +37.5% | +17.5% | +20.0% | +50.8% |
| 3M | +35.2% | +14.7% | +20.5% | +47.2% |
| 6M | +42.2% | -0.1% | +42.3% | +45.3% |
| YTD | +3.6% | -19.8% | +23.4% | -4.6% |
| 1Y | -4.8% | -23.7% | +19.0% | -14.1% |
| 3Y | +48.3% | -79.5% | +127.8% | -22.0% |
| 5Y | -20.1% | -81.9% | +61.8% | -46.5% |
| All | -14.4% | -88.4% | +74.0% | -44.7% |
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