+48.3%
PCOR vs EXEL
+231.1%
-182.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.5% |
| 7D | +22.7% | +0.3% | +22.5% | +22.7% |
| 30D | +37.5% | +19.0% | +18.4% | +34.7% |
| 3M | +35.2% | +33.3% | +1.9% | +30.6% |
| 6M | +42.2% | +42.9% | -0.6% | +36.0% |
| YTD | +3.6% | +58.7% | -55.2% | -2.8% |
| 1Y | -4.8% | +70.5% | -75.3% | -11.7% |
| 3Y | +48.3% | +233.8% | -185.5% | +24.5% |
| All | +48.3% | +231.1% | -182.8% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling