-39.1%
PCOR vs VSXY
+37.4%
-76.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -4.7% |
| 7D | -9.0% | -14.0% | +5.0% | -6.8% |
| 30D | +4.2% | -15.9% | +20.1% | +6.9% |
| 3M | +14.4% | +3.4% | +11.0% | +13.0% |
| 6M | +0.2% | +25.9% | -25.7% | -7.3% |
| YTD | -20.3% | +39.5% | -59.7% | -28.1% |
| 1Y | -16.1% | +194.4% | -210.5% | -36.4% |
| 3Y | -14.7% | +281.4% | -296.1% | -44.7% |
| 5Y | -43.2% | +12.8% | -55.9% | -54.2% |
| All | -39.1% | +37.4% | -76.5% | -49.5% |
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