+16.2%
EXE vs PCOR
+43.2%
-27.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.5% |
| 7D | -3.9% | +22.2% | -26.1% | -5.5% |
| 30D | -2.6% | +36.0% | -38.6% | -5.1% |
| 3M | -6.9% | +34.0% | -40.9% | -9.3% |
| 6M | -9.3% | +43.5% | -52.8% | -12.4% |
| YTD | -20.7% | +5.1% | -25.9% | -20.6% |
| 1Y | -21.8% | -3.9% | -17.9% | -20.7% |
| 3Y | +16.2% | +52.9% | -36.7% | +5.2% |
| All | +16.2% | +43.2% | -27.0% | +5.2% |
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