+506.1%
SPCX vs PCOR
+44.7%
+461.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | -0.1% |
| 7D | +1.3% | +20.7% | -19.5% | +70.9% |
| 30D | -12.0% | +35.7% | -47.7% | +116.2% |
| 3M | +3.1% | +31.1% | -27.9% | +85.8% |
| 6M | +551.0% | +33.2% | +517.8% | +2,428.5% |
| YTD | +556.8% | +4.8% | +552.0% | +2,453.2% |
| 1Y | +456.4% | -3.7% | +460.1% | +2,063.4% |
| All | +506.1% | +44.7% | +461.3% | +2,235.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling