-14.4%
PCOR vs EXEL
+193.2%
-207.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | +22.7% | +0.3% | +22.5% | +22.6% |
| 30D | +37.5% | +19.0% | +18.4% | +32.1% |
| 3M | +35.2% | +33.3% | +1.9% | +26.3% |
| 6M | +42.2% | +42.9% | -0.6% | +30.1% |
| YTD | +3.6% | +58.7% | -55.2% | -8.4% |
| 1Y | -4.8% | +70.5% | -75.3% | -17.4% |
| 3Y | +48.3% | +233.8% | -185.5% | -0.1% |
| 5Y | -20.1% | +259.3% | -279.4% | -48.9% |
| All | -14.4% | +193.2% | -207.6% | -42.5% |
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