-14.4%
PCOR vs SPYG
+100.8%
-115.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.5% |
| 7D | +22.7% | -3.6% | +26.4% | +28.0% |
| 30D | +37.5% | -11.2% | +48.6% | +57.7% |
| 3M | +35.2% | -8.1% | +43.3% | +48.7% |
| 6M | +42.2% | -3.3% | +45.5% | +45.0% |
| YTD | +3.6% | +5.5% | -2.0% | -6.5% |
| 1Y | -4.8% | +7.0% | -11.7% | -15.8% |
| 3Y | +48.3% | +89.5% | -41.1% | -41.7% |
| 5Y | -20.1% | +63.3% | -83.4% | -58.4% |
| All | -14.4% | +100.8% | -115.2% | -59.6% |
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