-9.3%
PCOR vs XHB
+28.9%
-38.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | +3.0% | -0.2% | +3.3% | +3.1% |
| 30D | +38.7% | +9.9% | +28.7% | +29.0% |
| 3M | +24.9% | -6.3% | +31.1% | +31.0% |
| 6M | +68.8% | +3.8% | +64.9% | +60.0% |
| YTD | +6.7% | +0.1% | +6.6% | +1.1% |
| 1Y | +3.0% | -0.8% | +3.8% | -1.9% |
| 3Y | +48.6% | +35.6% | +13.0% | -0.7% |
| All | -9.3% | +28.9% | -38.1% | -36.6% |
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