-14.4%
PCOR vs XHB
+46.8%
-61.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.8% |
| 7D | +22.7% | +1.3% | +21.4% | +21.9% |
| 30D | +37.5% | +7.8% | +29.7% | +30.0% |
| 3M | +35.2% | -5.5% | +40.7% | +40.9% |
| 6M | +42.2% | -2.6% | +44.8% | +42.5% |
| YTD | +3.6% | +0.4% | +3.2% | -1.8% |
| 1Y | -4.8% | -1.0% | -3.8% | -8.9% |
| 3Y | +48.3% | +37.3% | +11.0% | -0.1% |
| 5Y | -20.1% | +33.7% | -53.8% | -46.5% |
| All | -14.4% | +46.8% | -61.2% | -45.0% |
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