-19.8%
PCOR vs SPY
+67.0%
-86.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +6.8% |
| 7D | +23.7% | -4.7% | +28.4% | +33.2% |
| 30D | +39.0% | -5.9% | +44.9% | +52.5% |
| 3M | +35.8% | -4.5% | +40.3% | +45.8% |
| 6M | +38.2% | +1.8% | +36.4% | +33.2% |
| YTD | +3.9% | +8.3% | -4.4% | -9.8% |
| 1Y | +5.7% | +9.3% | -3.7% | -9.9% |
| 3Y | +44.8% | +74.9% | -30.1% | -42.1% |
| 5Y | -19.8% | +67.3% | -87.0% | -62.7% |
| All | -19.8% | +67.0% | -86.8% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling