-21.9%
PCOR vs EXPD
+63.6%
-85.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -3.2% | +22.9% | +21.3% |
| 7D | +21.8% | +0.3% | +21.6% | +21.2% |
| 30D | +39.5% | +1.8% | +37.7% | +37.7% |
| 3M | +35.2% | +8.9% | +26.3% | +28.5% |
| 6M | +21.7% | +42.2% | -20.5% | -1.8% |
| YTD | +3.9% | +33.4% | -29.4% | -14.5% |
| 1Y | +6.9% | +47.2% | -40.2% | -18.0% |
| 3Y | +44.8% | +81.3% | -36.5% | -7.1% |
| 5Y | -21.9% | +60.2% | -82.1% | -51.3% |
| All | -21.9% | +63.6% | -85.5% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling