-41.4%
PCOR vs VSXY
+14.5%
-55.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -4.7% |
| 7D | -9.0% | -14.0% | +5.0% | -6.6% |
| 30D | +4.2% | -15.9% | +20.1% | +7.1% |
| 3M | +14.4% | +3.4% | +11.0% | +12.9% |
| 6M | +0.2% | +25.9% | -25.7% | -8.1% |
| YTD | -20.3% | +39.5% | -59.7% | -28.9% |
| 1Y | -16.1% | +194.4% | -210.5% | -38.3% |
| 3Y | -14.7% | +281.4% | -296.1% | -48.0% |
| All | -41.4% | +14.5% | -55.9% | -43.0% |
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 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