-19.7%
PCOR vs VSXY
+106.4%
-126.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | +0.6% |
| 7D | +22.2% | +15.2% | +7.0% | +19.5% |
| 30D | +36.0% | +37.0% | -1.0% | +29.0% |
| 3M | +34.0% | +15.2% | +18.8% | +30.1% |
| 6M | +43.5% | +136.3% | -92.8% | +19.1% |
| YTD | +5.1% | +109.6% | -104.4% | -11.8% |
| 1Y | -3.9% | +223.7% | -227.6% | -27.0% |
| 3Y | +52.9% | +516.3% | -463.4% | -8.2% |
| 5Y | -18.7% | +125.1% | -143.8% | -38.5% |
| All | -19.7% | +106.4% | -126.1% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling