+9.0%
EXE vs PCOR
+44.3%
-35.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -5.6% | +23.7% | -29.3% | -7.3% |
| 30D | -3.3% | +39.0% | -42.3% | -6.0% |
| 3M | -5.5% | +35.8% | -41.2% | -8.1% |
| 6M | -13.4% | +38.2% | -51.7% | -16.0% |
| YTD | -21.3% | +3.9% | -25.2% | -21.2% |
| 1Y | -20.7% | +5.7% | -26.4% | -20.9% |
| All | +9.0% | +44.3% | -35.3% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling