-14.1%
PCOR vs XHB
+49.1%
-63.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +2.7% |
| 7D | +23.7% | +2.5% | +21.1% | +21.7% |
| 30D | +39.0% | +6.7% | +32.3% | +32.4% |
| 3M | +35.8% | -5.8% | +41.6% | +41.9% |
| 6M | +38.2% | +1.7% | +36.5% | +33.5% |
| YTD | +3.9% | +1.9% | +2.0% | -2.6% |
| 1Y | +5.7% | +0.9% | +4.8% | -0.3% |
| 3Y | +44.8% | +37.6% | +7.2% | -2.4% |
| 5Y | -19.8% | +35.7% | -55.5% | -47.0% |
| All | -14.1% | +49.1% | -63.2% | -45.4% |
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 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