+67.3%
SPY vs PCOR
-22.6%
+89.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -4.7% | +23.7% | -28.4% | -8.7% |
| 30D | -5.9% | +39.0% | -44.9% | -11.8% |
| 3M | -4.5% | +35.8% | -40.3% | -10.5% |
| 6M | +1.8% | +38.2% | -36.4% | -5.5% |
| YTD | +8.3% | +3.9% | +4.4% | +5.6% |
| 1Y | +9.3% | +5.7% | +3.7% | +5.9% |
| 3Y | +74.9% | +44.8% | +30.1% | +53.2% |
| 5Y | +67.3% | -19.8% | +87.0% | +53.4% |
| All | +67.3% | -22.6% | +89.8% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling