+52.4%
SOXX vs PCOR
+3.2%
+49.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.3% | +7.8% | +2.6% |
| 7D | +2.2% | -9.0% | +11.2% | +0.3% |
| 30D | -2.0% | +4.2% | -6.2% | -0.8% |
| 3M | -13.7% | +14.4% | -28.1% | -6.6% |
| 6M | +52.4% | +0.2% | +52.2% | +58.5% |
| All | +52.4% | +3.2% | +49.2% | +58.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling