-3.4%
PCOR vs EXEL
+74.8%
-78.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.4% |
| 7D | +22.2% | +2.3% | +19.9% | +22.1% |
| 30D | +36.0% | +19.8% | +16.2% | +35.4% |
| 3M | +34.0% | +32.7% | +1.3% | +33.2% |
| 6M | +43.5% | +49.0% | -5.5% | +42.9% |
| YTD | +5.1% | +63.7% | -58.6% | +2.9% |
| All | -3.4% | +74.8% | -78.3% | -6.5% |
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 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