-34.1%
PCOR vs XHB
+47.4%
-81.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.2% | -5.0% |
| 7D | -9.0% | -1.3% | -7.7% | -8.1% |
| 30D | +4.2% | -6.9% | +11.0% | +9.9% |
| 3M | +14.4% | -1.3% | +15.7% | +13.6% |
| 6M | +0.2% | -6.8% | +7.0% | +2.5% |
| YTD | -20.3% | +0.7% | -21.0% | -24.6% |
| 1Y | -16.1% | -11.2% | -4.9% | -11.3% |
| 3Y | -14.7% | +25.3% | -40.0% | -37.3% |
| 5Y | -43.2% | +37.3% | -80.5% | -62.8% |
| All | -34.1% | +47.4% | -81.5% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling