+257.3%
SOXX vs PCOR
-42.7%
+300.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.8% |
| 7D | +6.1% | -9.0% | +15.1% | +9.2% |
| 30D | +0.5% | -7.0% | +7.5% | +2.3% |
| 3M | -5.3% | +18.3% | -23.7% | -12.2% |
| 6M | +58.3% | -7.8% | +66.1% | +56.7% |
| YTD | +76.8% | -25.6% | +102.4% | +88.1% |
| 1Y | +114.6% | -22.7% | +137.3% | +122.8% |
| 3Y | +229.6% | -17.7% | +247.3% | +218.2% |
| 5Y | +257.3% | -42.0% | +299.4% | +252.3% |
| All | +257.3% | -42.7% | +300.0% | +252.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling