-18.7%
PCOR vs EXEL
+285.1%
-303.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.7% |
| 7D | +22.2% | +2.3% | +19.9% | +21.5% |
| 30D | +36.0% | +19.8% | +16.2% | +30.0% |
| 3M | +34.0% | +32.7% | +1.3% | +24.5% |
| 6M | +43.5% | +49.0% | -5.5% | +28.8% |
| YTD | +5.1% | +63.7% | -58.6% | -8.9% |
| 1Y | -3.9% | +75.8% | -79.7% | -18.6% |
| 3Y | +52.9% | +241.3% | -188.4% | -5.0% |
| 5Y | -18.7% | +289.0% | -307.7% | -53.9% |
| All | -18.7% | +285.1% | -303.7% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling