-11.9%
PCOR vs EXEL
+197.9%
-209.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | -2.8% | +5.4% | +3.2% |
| 30D | +37.9% | +18.2% | +19.7% | +32.7% |
| 3M | +32.0% | +37.7% | -5.8% | +22.4% |
| 6M | +54.7% | +42.2% | +12.5% | +41.9% |
| YTD | +6.6% | +61.3% | -54.7% | -6.1% |
| 1Y | -1.7% | +64.5% | -66.2% | -13.9% |
| 3Y | +49.0% | +236.7% | -187.7% | +0.3% |
| 5Y | -12.5% | +296.3% | -308.8% | -44.8% |
| All | -11.9% | +197.9% | -209.8% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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