-14.1%
PCOR vs EXPD
+68.0%
-82.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +2.2% |
| 7D | +23.7% | -4.8% | +28.5% | +26.2% |
| 30D | +39.0% | -1.5% | +40.5% | +39.3% |
| 3M | +35.8% | +4.1% | +31.6% | +31.9% |
| 6M | +38.2% | +24.0% | +14.2% | +21.7% |
| YTD | +3.9% | +27.4% | -23.5% | -12.1% |
| 1Y | +5.7% | +38.4% | -32.7% | -15.6% |
| 3Y | +44.8% | +73.2% | -28.4% | -3.3% |
| 5Y | -19.8% | +59.9% | -79.6% | -47.5% |
| All | -14.1% | +68.0% | -82.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling