-11.9%
PCOR vs XHB
+48.0%
-59.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +2.5% | -4.1% | +6.7% | +5.7% |
| 30D | +37.9% | +9.6% | +28.3% | +28.6% |
| 3M | +32.0% | -6.0% | +38.0% | +38.2% |
| 6M | +54.7% | +2.2% | +52.5% | +49.0% |
| YTD | +6.6% | +1.1% | +5.4% | +0.4% |
| 1Y | -1.7% | -1.7% | 0.0% | -5.2% |
| 3Y | +49.0% | +36.5% | +12.5% | +0.9% |
| 5Y | -12.5% | +33.5% | -46.0% | -41.6% |
| All | -11.9% | +48.0% | -59.9% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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