-14.6%
PCOR vs EXPD
+68.7%
-83.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.6% |
| 7D | -9.0% | -1.1% | -7.8% | -8.6% |
| 30D | +4.2% | +4.1% | +0.1% | +2.8% |
| 3M | +14.4% | +17.9% | -3.5% | +7.7% |
| 6M | +0.2% | +29.2% | -29.1% | -9.3% |
| YTD | -20.3% | +27.4% | -47.6% | -28.1% |
| 1Y | -16.1% | +56.8% | -73.0% | -33.1% |
| All | -14.6% | +68.7% | -83.3% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling