-16.1%
PCOR vs SPY
+20.8%
-37.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.9% |
| 7D | -9.0% | +0.1% | -9.1% | -9.0% |
| 30D | +4.2% | +0.1% | +4.1% | +4.2% |
| 3M | +14.4% | +2.0% | +12.4% | +13.1% |
| 6M | +0.2% | +13.0% | -12.8% | -9.4% |
| YTD | -20.3% | +13.5% | -33.8% | -27.8% |
| 1Y | -16.1% | +20.0% | -36.1% | -25.3% |
| All | -16.1% | +20.8% | -37.0% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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