+114.4%
EXE vs PCOR
-10.3%
+124.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -6.6% | +22.7% | -29.3% | -8.7% |
| 30D | -4.0% | +37.5% | -41.5% | -7.4% |
| 3M | -7.5% | +35.2% | -42.6% | -10.8% |
| 6M | -11.7% | +42.2% | -53.9% | -15.7% |
| YTD | -22.0% | +3.6% | -25.6% | -23.0% |
| 1Y | -21.8% | -4.8% | -17.0% | -22.0% |
| 3Y | +8.0% | +48.3% | -40.3% | -0.4% |
| 5Y | +62.3% | -20.1% | +82.4% | +54.2% |
| All | +114.4% | -10.3% | +124.7% | +101.8% |
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