-1.1%
PCOR vs EXEL
+62.5%
-63.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +2.2% | +1.6% | +0.5% | +2.1% |
| 30D | +37.4% | +17.4% | +20.1% | +36.9% |
| 3M | +33.2% | +38.6% | -5.4% | +32.1% |
| 6M | +60.6% | +41.2% | +19.4% | +60.1% |
| YTD | +6.2% | +59.3% | -53.2% | +3.9% |
| 1Y | -1.1% | +60.2% | -61.3% | -3.4% |
| All | -1.1% | +62.5% | -63.6% | -3.4% |
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