+95.5%
SPY vs PCOR
-7.6%
+103.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +2.6% | +3.0% | -0.4% | +2.1% |
| 30D | -2.0% | +38.7% | -40.7% | -7.8% |
| 3M | -2.8% | +24.9% | -27.6% | -7.1% |
| 6M | +2.1% | +68.8% | -66.6% | -8.3% |
| YTD | +11.5% | +6.7% | +4.8% | +8.2% |
| 1Y | +13.5% | +3.0% | +10.5% | +10.9% |
| 3Y | +77.7% | +48.6% | +29.1% | +56.7% |
| 5Y | +72.6% | -12.7% | +85.3% | +54.6% |
| All | +95.5% | -7.6% | +103.1% | +75.9% |
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 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