-13.1%
PCOR vs XHB
+52.1%
-65.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | -1.3% |
| 7D | +22.2% | +1.3% | +20.9% | +21.3% |
| 30D | +36.0% | +11.8% | +24.2% | +25.0% |
| 3M | +34.0% | -3.8% | +37.8% | +37.8% |
| 6M | +43.5% | +4.1% | +39.4% | +36.4% |
| YTD | +5.1% | +4.0% | +1.2% | -3.0% |
| 1Y | -3.9% | +1.6% | -5.5% | -9.8% |
| 3Y | +52.9% | +43.2% | +9.8% | -0.6% |
| 5Y | -18.7% | +35.8% | -54.5% | -46.5% |
| All | -13.1% | +52.1% | -65.2% | -45.7% |
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