-12.2%
PCOR vs XHB
+45.4%
-57.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +1.0% |
| 7D | +2.2% | -2.4% | +4.6% | +4.0% |
| 30D | +37.4% | +7.1% | +30.4% | +30.6% |
| 3M | +33.2% | -6.0% | +39.2% | +39.4% |
| 6M | +60.6% | +2.1% | +58.5% | +54.6% |
| YTD | +6.2% | -0.6% | +6.8% | +1.3% |
| 1Y | -1.1% | -3.3% | +2.2% | -3.5% |
| 3Y | +48.4% | +34.1% | +14.3% | +1.8% |
| 5Y | -13.1% | +28.6% | -41.7% | -40.6% |
| All | -12.2% | +45.4% | -57.7% | -43.2% |
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