-11.8%
PCOR vs EXEL
+190.8%
-202.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +3.0% | -0.8% | +3.9% | +3.2% |
| 30D | +38.7% | +13.1% | +25.5% | +34.8% |
| 3M | +24.9% | +36.3% | -11.5% | +16.0% |
| 6M | +68.8% | +34.5% | +34.2% | +56.8% |
| YTD | +6.7% | +57.4% | -50.7% | -5.4% |
| 1Y | +3.0% | +62.9% | -59.9% | -9.6% |
| 3Y | +48.6% | +229.5% | -180.9% | +0.5% |
| 5Y | -12.7% | +281.2% | -293.9% | -44.5% |
| All | -11.8% | +190.8% | -202.6% | -40.7% |
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