-20.1%
PCOR vs SPY
+67.4%
-87.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.8% |
| 7D | +22.7% | -2.7% | +25.4% | +28.0% |
| 30D | +37.5% | -5.4% | +42.9% | +49.6% |
| 3M | +35.2% | -4.1% | +39.3% | +44.1% |
| 6M | +42.2% | +0.7% | +41.5% | +39.6% |
| YTD | +3.6% | +8.7% | -5.1% | -10.6% |
| 1Y | -4.8% | +10.9% | -15.6% | -20.5% |
| 3Y | +48.3% | +75.0% | -26.6% | -40.7% |
| All | -20.1% | +67.4% | -87.5% | -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