-13.3%
PCOR vs XHB
+48.1%
-61.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +1.8% |
| 7D | +20.7% | +1.2% | +19.6% | +20.0% |
| 30D | +35.7% | +8.9% | +26.8% | +27.2% |
| 3M | +31.1% | -4.2% | +35.2% | +35.1% |
| 6M | +43.1% | +1.4% | +41.8% | +38.8% |
| YTD | +4.8% | +1.2% | +3.6% | -1.3% |
| 1Y | -3.7% | -1.3% | -2.4% | -7.5% |
| 3Y | +46.5% | +36.6% | +10.0% | -0.8% |
| 5Y | -17.3% | +34.3% | -51.5% | -45.0% |
| All | -13.3% | +48.1% | -61.4% | -44.7% |
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