+72.9%
SPY vs PCOR
-17.9%
+90.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.6% | +20.7% | -21.3% | -4.3% |
| 30D | -3.7% | +35.7% | -39.3% | -9.3% |
| 3M | -2.7% | +31.1% | -33.8% | -8.2% |
| 6M | +2.2% | +43.1% | -40.9% | -5.8% |
| YTD | +10.8% | +4.8% | +6.0% | +7.9% |
| 1Y | +11.2% | -3.7% | +14.9% | +10.2% |
| 3Y | +76.5% | +46.5% | +29.9% | +54.4% |
| 5Y | +72.9% | -17.3% | +90.2% | +58.3% |
| All | +72.9% | -17.9% | +90.9% | +58.3% |
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 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