+90.5%
SPY vs PCOR
-10.3%
+100.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | +22.7% | -25.4% | -6.4% |
| 30D | -5.4% | +37.5% | -42.9% | -10.9% |
| 3M | -4.1% | +35.2% | -39.3% | -9.8% |
| 6M | +0.7% | +42.2% | -41.5% | -6.7% |
| YTD | +8.7% | +3.6% | +5.1% | +6.0% |
| 1Y | +10.9% | -4.8% | +15.6% | +10.0% |
| 3Y | +75.0% | +48.3% | +26.6% | +54.1% |
| 5Y | +67.8% | -20.1% | +87.9% | +51.7% |
| All | +90.5% | -10.3% | +100.9% | +72.3% |
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