-16.1%
PCOR vs VSXY
+224.6%
-240.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -4.3% |
| 7D | -9.0% | -14.0% | +5.0% | -8.6% |
| 30D | +4.2% | -15.9% | +20.1% | +4.6% |
| 3M | +14.4% | +3.4% | +11.0% | +14.3% |
| 6M | +0.2% | +25.9% | -25.7% | -0.6% |
| YTD | -20.3% | +39.5% | -59.7% | -22.5% |
| 1Y | -16.1% | +194.4% | -210.5% | -30.9% |
| All | -16.1% | +224.6% | -240.7% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling