-14.1%
PCOR vs EXEL
+189.5%
-203.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.3% |
| 7D | +23.7% | +3.8% | +19.9% | +22.6% |
| 30D | +39.0% | +17.8% | +21.2% | +33.9% |
| 3M | +35.8% | +21.2% | +14.6% | +29.5% |
| 6M | +38.2% | +54.7% | -16.4% | +23.7% |
| YTD | +3.9% | +56.8% | -52.8% | -7.8% |
| 1Y | +5.7% | +70.2% | -64.5% | -8.4% |
| 3Y | +44.8% | +227.2% | -182.4% | -1.9% |
| 5Y | -19.8% | +254.9% | -274.7% | -48.5% |
| All | -14.1% | +189.5% | -203.6% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling