-1.7%
PCOR vs EXEL
+70.6%
-72.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | -2.8% | +5.4% | +2.7% |
| 30D | +37.9% | +18.2% | +19.7% | +37.3% |
| 3M | +32.0% | +37.7% | -5.8% | +30.9% |
| 6M | +54.7% | +42.2% | +12.5% | +54.2% |
| YTD | +6.6% | +61.3% | -54.7% | +4.3% |
| 1Y | -1.7% | +64.5% | -66.2% | -4.3% |
| All | -1.7% | +70.6% | -72.3% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling