+229.8%
SOXX vs PCOR
-18.2%
+248.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.5% |
| 7D | +6.1% | -9.0% | +15.1% | +8.2% |
| 30D | +0.5% | -7.0% | +7.5% | +1.7% |
| 3M | -5.3% | +18.3% | -23.7% | -10.0% |
| 6M | +58.3% | -7.8% | +66.1% | +58.9% |
| YTD | +76.8% | -25.6% | +102.4% | +91.1% |
| 1Y | +114.6% | -22.7% | +137.3% | +126.4% |
| All | +229.8% | -18.2% | +248.0% | +226.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling