+148.1%
EXE vs PCOR
-30.9%
+179.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.7% |
| 7D | -0.3% | -9.0% | +8.7% | +0.8% |
| 30D | +8.5% | +4.2% | +4.3% | +7.9% |
| 3M | +5.5% | +14.4% | -9.0% | +3.5% |
| 6M | -5.9% | +0.2% | -6.1% | -6.6% |
| YTD | -9.7% | -20.3% | +10.5% | -8.1% |
| 1Y | +3.6% | -16.1% | +19.7% | +4.5% |
| 3Y | +18.0% | -14.7% | +32.7% | +16.2% |
| 5Y | +109.4% | -43.2% | +152.6% | +106.2% |
| All | +148.1% | -30.9% | +179.1% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling