+82.5%
SPY vs PCOR
-43.0%
+125.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.4% |
| 7D | +0.1% | -9.0% | +9.1% | +1.9% |
| 30D | +0.1% | +4.2% | -4.1% | -0.9% |
| 3M | +2.0% | +14.4% | -12.4% | -1.2% |
| 6M | +13.0% | +0.2% | +12.8% | +11.4% |
| YTD | +13.5% | -20.3% | +33.8% | +16.8% |
| 1Y | +20.0% | -16.1% | +36.1% | +21.4% |
| 3Y | +77.2% | -14.7% | +91.9% | +73.0% |
| All | +82.5% | -43.0% | +125.6% | +77.0% |
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 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