+48.9%
PCOR vs SPY
+74.5%
-25.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +6.2% |
| 7D | +23.7% | -4.7% | +28.4% | +32.2% |
| 30D | +39.0% | -5.9% | +44.9% | +51.2% |
| 3M | +35.8% | -4.5% | +40.3% | +44.8% |
| 6M | +38.2% | +1.8% | +36.4% | +33.6% |
| YTD | +3.9% | +8.3% | -4.4% | -8.8% |
| 1Y | +5.7% | +9.3% | -3.7% | -8.8% |
| All | +48.9% | +74.5% | -25.7% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling