+179.0%
SOXX vs PCOR
+50.0%
+128.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.8% |
| 7D | +9.4% | +3.0% | +6.3% | +8.8% |
| 30D | -13.8% | +38.7% | -52.5% | -19.7% |
| 3M | -18.6% | +24.9% | -43.5% | -22.7% |
| 6M | -15.1% | +68.8% | -83.9% | -26.1% |
| YTD | +49.0% | +6.7% | +42.3% | +49.8% |
| 1Y | +55.3% | +3.0% | +52.3% | +58.7% |
| 3Y | +179.0% | +48.6% | +130.4% | +134.3% |
| All | +179.0% | +50.0% | +128.9% | +134.3% |
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