-69.8%
SPCH vs PCOR
+76.6%
-146.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | 0.0% | -18.1% | -18.1% |
| 7D | -27.7% | +23.7% | -51.4% | -27.4% |
| 30D | -51.2% | +39.0% | -90.2% | -51.8% |
| 3M | +11.3% | +35.8% | -24.4% | +7.7% |
| All | -69.8% | +76.6% | -146.4% | -72.1% |
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 · Available span rolling