-9.3%
PCOR vs VSXY
+106.2%
-115.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +3.0% | -1.7% | +4.8% | +3.3% |
| 30D | +38.7% | +20.1% | +18.6% | +34.3% |
| 3M | +24.9% | +16.6% | +8.3% | +20.8% |
| 6M | +68.8% | +134.9% | -66.2% | +37.8% |
| YTD | +6.7% | +96.0% | -89.3% | -10.6% |
| 1Y | +3.0% | +203.8% | -200.8% | -22.7% |
| 3Y | +48.6% | +465.3% | -416.7% | -14.5% |
| All | -9.3% | +106.2% | -115.4% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling