-11.8%
PCOR vs XME
+118.7%
-130.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.2% |
| 7D | +3.0% | +0.3% | +2.7% | +2.8% |
| 30D | +38.7% | -6.1% | +44.8% | +41.9% |
| 3M | +24.9% | -18.6% | +43.5% | +35.9% |
| 6M | +68.8% | -23.9% | +92.7% | +87.8% |
| YTD | +6.7% | -9.3% | +16.1% | +4.4% |
| 1Y | +3.0% | +1.8% | +1.2% | -6.2% |
| 3Y | +48.6% | +93.0% | -44.4% | -8.9% |
| 5Y | -12.7% | +107.0% | -119.7% | -48.2% |
| All | -11.8% | +118.7% | -130.5% | -49.2% |
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