+288.4%
SOXX vs PCOR
-36.7%
+325.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.2% |
| 7D | +3.0% | -12.2% | +15.2% | +7.1% |
| 30D | -3.1% | -9.4% | +6.3% | -0.7% |
| 3M | -4.4% | +22.2% | -26.6% | -12.2% |
| 6M | +52.9% | -7.3% | +60.2% | +50.9% |
| YTD | +72.0% | -26.8% | +98.9% | +83.4% |
| 1Y | +105.1% | -22.2% | +127.3% | +111.9% |
| 3Y | +220.6% | -19.1% | +239.7% | +212.5% |
| 5Y | +244.8% | -42.4% | +287.2% | +233.9% |
| All | +288.4% | -36.7% | +325.1% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling