-34.1%
PCOR vs SPYG
+117.6%
-151.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.1% | -4.1% |
| 7D | -9.0% | +0.4% | -9.3% | -9.3% |
| 30D | +4.2% | -0.4% | +4.6% | +4.8% |
| 3M | +14.4% | +0.5% | +13.9% | +12.5% |
| 6M | +0.2% | +17.5% | -17.3% | -20.2% |
| YTD | -20.3% | +14.3% | -34.6% | -34.2% |
| 1Y | -16.1% | +21.7% | -37.8% | -36.7% |
| 3Y | -14.7% | +98.6% | -113.3% | -67.9% |
| 5Y | -43.2% | +85.1% | -128.3% | -75.0% |
| All | -34.1% | +117.6% | -151.7% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 all: compounded portfolio wealth divided by compounded SPYG 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…
all analysis · Full analysis span regression · 6 months rolling