-60.5%
SPCH vs PCOR
+78.6%
-139.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.5% | +10.5% | +12.0% |
| 7D | +6.2% | +22.2% | -16.0% | +6.8% |
| 30D | -28.1% | +36.0% | -64.1% | -28.7% |
| 3M | -0.5% | +34.0% | -34.5% | -3.1% |
| All | -60.5% | +78.6% | -139.1% | -63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling