-20.1%
PCOR vs XHB
+33.2%
-53.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +29.9% |
| 3M | +35.2% | -5.5% | +40.7% | +41.0% |
| 6M | +42.2% | -2.6% | +44.8% | +42.5% |
| YTD | +3.6% | +0.4% | +3.2% | -1.9% |
| 1Y | -4.8% | -1.0% | -3.8% | -9.0% |
| 3Y | +48.3% | +37.3% | +11.0% | -1.7% |
| All | -20.1% | +33.2% | -53.3% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling