-16.1%
PCOR vs EXPD
+57.8%
-74.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.3% |
| 7D | -9.0% | -1.1% | -7.8% | -9.0% |
| 30D | +4.2% | +4.1% | +0.1% | +4.2% |
| 3M | +14.4% | +17.9% | -3.5% | +14.5% |
| 6M | +0.2% | +29.2% | -29.1% | +1.1% |
| YTD | -20.3% | +27.4% | -47.6% | -19.1% |
| 1Y | -16.1% | +56.8% | -73.0% | -15.1% |
| All | -16.1% | +57.8% | -74.0% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling