-41.4%
PCOR vs EXPD
+61.6%
-103.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.7% |
| 7D | -9.0% | -1.1% | -7.8% | -8.4% |
| 30D | +4.2% | +4.1% | +0.1% | +1.9% |
| 3M | +14.4% | +17.9% | -3.5% | +4.1% |
| 6M | +0.2% | +29.2% | -29.1% | -14.4% |
| YTD | -20.3% | +27.4% | -47.6% | -32.2% |
| 1Y | -16.1% | +56.8% | -73.0% | -38.8% |
| 3Y | -14.7% | +68.0% | -82.8% | -41.9% |
| All | -41.4% | +61.6% | -103.0% | -61.8% |
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