+38.2%
PCOR vs SPY
+2.1%
+36.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +3.6% |
| 7D | +23.7% | -4.7% | +28.4% | +27.9% |
| 30D | +39.0% | -5.9% | +44.9% | +44.9% |
| 3M | +35.8% | -4.5% | +40.3% | +40.3% |
| 6M | +38.2% | +1.8% | +36.4% | +41.0% |
| All | +38.2% | +2.1% | +36.2% | +41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling