+95.0%
SPY vs PCOR
-9.0%
+104.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.1% |
| 7D | +0.1% | +22.2% | -22.1% | -3.7% |
| 30D | -3.3% | +36.0% | -39.3% | -8.8% |
| 3M | -2.4% | +34.0% | -36.4% | -8.0% |
| 6M | +2.6% | +43.5% | -40.9% | -5.1% |
| YTD | +11.2% | +5.1% | +6.1% | +8.3% |
| 1Y | +13.4% | -3.9% | +17.3% | +12.4% |
| 3Y | +79.9% | +52.9% | +27.0% | +57.6% |
| 5Y | +72.2% | -18.7% | +90.8% | +55.3% |
| All | +95.0% | -9.0% | +104.0% | +76.0% |
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