+76.0%
EXE vs PCOR
-17.9%
+93.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | -2.2% | +20.7% | -22.9% | -4.3% |
| 30D | -0.3% | +35.7% | -36.0% | -3.8% |
| 3M | -9.3% | +31.1% | -40.4% | -12.3% |
| 6M | -7.2% | +43.1% | -50.4% | -11.5% |
| YTD | -18.9% | +4.8% | -23.8% | -20.0% |
| 1Y | -21.7% | -3.7% | -18.0% | -21.9% |
| 3Y | +21.0% | +46.5% | -25.6% | +11.5% |
| 5Y | +76.0% | -17.3% | +93.2% | +70.6% |
| All | +76.0% | -17.9% | +93.9% | +70.6% |
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