-11.8%
PCOR vs EXR
+35.6%
-47.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.0% | -0.4% | +3.5% | +3.3% |
| 30D | +38.7% | +18.2% | +20.5% | +28.0% |
| 3M | +24.9% | +7.3% | +17.5% | +20.8% |
| 6M | +68.8% | +13.8% | +54.9% | +58.1% |
| YTD | +6.7% | +25.9% | -19.2% | -6.1% |
| 1Y | +3.0% | +25.8% | -22.8% | -9.4% |
| 3Y | +48.6% | +53.7% | -5.1% | +10.3% |
| 5Y | -12.7% | -1.8% | -10.9% | -16.0% |
| All | -11.8% | +35.6% | -47.4% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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