-20.7%
PCOR vs VSXY
+199.4%
-220.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.0% | -3.3% |
| 7D | -6.9% | -6.8% | -0.2% | -6.8% |
| 30D | -1.5% | -20.4% | +18.8% | -0.9% |
| 3M | +18.5% | +2.9% | +15.6% | +18.4% |
| 6M | -4.7% | +67.9% | -72.6% | -8.4% |
| YTD | -22.8% | +44.9% | -67.6% | -25.0% |
| 1Y | -20.7% | +205.9% | -226.7% | -35.2% |
| All | -20.7% | +199.4% | -220.1% | -35.2% |
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