+290.3%
SOXX vs PCOR
-30.9%
+321.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.3% | +7.8% | +4.8% |
| 7D | +2.2% | -9.0% | +11.2% | +5.1% |
| 30D | -2.0% | +4.2% | -6.2% | -3.8% |
| 3M | -13.7% | +14.4% | -28.1% | -18.5% |
| 6M | +52.4% | +0.2% | +52.2% | +47.0% |
| YTD | +72.8% | -20.3% | +93.1% | +79.6% |
| 1Y | +113.9% | -16.1% | +130.0% | +116.2% |
| 3Y | +210.7% | -14.7% | +225.5% | +199.0% |
| 5Y | +244.6% | -43.2% | +287.8% | +227.4% |
| All | +290.3% | -30.9% | +321.2% | +270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling