-20.9%
PCOR vs VSXY
+96.5%
-117.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | +22.7% | +11.8% | +10.9% | +20.6% |
| 30D | +37.5% | +25.9% | +11.5% | +32.3% |
| 3M | +35.2% | +15.5% | +19.7% | +31.2% |
| 6M | +42.2% | +109.7% | -67.5% | +20.7% |
| YTD | +3.6% | +99.5% | -95.9% | -12.3% |
| 1Y | -4.8% | +197.5% | -202.2% | -26.5% |
| 3Y | +48.3% | +453.3% | -404.9% | -9.0% |
| 5Y | -20.1% | +110.3% | -130.3% | -39.1% |
| All | -20.9% | +96.5% | -117.4% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling