-34.1%
PCOR vs EXR
+17.8%
-51.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.0% | -3.7% |
| 7D | -9.0% | -2.6% | -6.4% | -7.8% |
| 30D | +4.2% | -7.2% | +11.4% | +8.1% |
| 3M | +14.4% | -3.5% | +17.9% | +16.4% |
| 6M | +0.2% | -5.3% | +5.5% | +2.1% |
| YTD | -20.3% | +9.4% | -29.6% | -24.9% |
| 1Y | -16.1% | +1.3% | -17.5% | -18.1% |
| 3Y | -14.7% | +22.4% | -37.1% | -28.5% |
| 5Y | -43.2% | -12.2% | -30.9% | -40.8% |
| All | -34.1% | +17.8% | -51.8% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling