+117.9%
EXE vs PCOR
-9.0%
+126.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.5% |
| 7D | -3.9% | +22.2% | -26.1% | -6.1% |
| 30D | -2.6% | +36.0% | -38.6% | -5.9% |
| 3M | -6.9% | +34.0% | -40.9% | -10.1% |
| 6M | -9.3% | +43.5% | -52.8% | -13.5% |
| YTD | -20.7% | +5.1% | -25.9% | -21.9% |
| 1Y | -21.8% | -3.9% | -17.9% | -22.0% |
| 3Y | +16.2% | +52.9% | -36.7% | +6.8% |
| 5Y | +61.1% | -18.7% | +79.8% | +52.8% |
| All | +117.9% | -9.0% | +126.8% | +104.8% |
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