-11.9%
PCOR vs XME
+126.8%
-138.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +2.5% | +1.5% | +1.0% | +1.6% |
| 30D | +37.9% | -7.3% | +45.2% | +42.0% |
| 3M | +32.0% | -17.4% | +49.4% | +42.7% |
| 6M | +54.7% | -21.8% | +76.6% | +70.2% |
| YTD | +6.6% | -6.0% | +12.5% | +2.6% |
| 1Y | -1.7% | +3.8% | -5.5% | -11.1% |
| 3Y | +49.0% | +100.0% | -51.1% | -10.2% |
| 5Y | -12.5% | +116.1% | -128.6% | -49.1% |
| All | -11.9% | +126.8% | -138.8% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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