-4.8%
PCOR vs VSXY
+192.0%
-196.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.4% |
| 7D | +22.7% | +11.8% | +10.9% | +22.4% |
| 30D | +37.5% | +25.9% | +11.5% | +36.9% |
| 3M | +35.2% | +15.5% | +19.7% | +34.7% |
| 6M | +42.2% | +109.7% | -67.5% | +39.7% |
| YTD | +3.6% | +99.5% | -95.9% | +0.5% |
| 1Y | -4.8% | +197.5% | -202.2% | -13.2% |
| All | -4.8% | +192.0% | -196.8% | -13.2% |
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