+48.3%
PCOR vs VSXY
+450.7%
-402.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | +22.7% | +11.8% | +10.9% | +21.2% |
| 30D | +37.5% | +25.9% | +11.5% | +33.8% |
| 3M | +35.2% | +15.5% | +19.7% | +32.5% |
| 6M | +42.2% | +109.7% | -67.5% | +26.8% |
| YTD | +3.6% | +99.5% | -95.9% | -7.9% |
| 1Y | -4.8% | +197.5% | -202.2% | -21.5% |
| 3Y | +48.3% | +453.3% | -404.9% | +6.3% |
| All | +48.3% | +450.7% | -402.4% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling