-64.8%
SPCH vs PCOR
+76.0%
-140.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.4% | +17.2% | +16.8% |
| 7D | -3.0% | +22.7% | -25.8% | -2.7% |
| 30D | -39.8% | +37.5% | -77.3% | -40.6% |
| 3M | +16.8% | +35.2% | -18.4% | +13.0% |
| All | -64.8% | +76.0% | -140.7% | -67.4% |
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 · Available span rolling