-13.3%
PCOR vs XME
+125.4%
-138.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.7% |
| 7D | +20.7% | -0.2% | +20.9% | +20.5% |
| 30D | +35.7% | -9.2% | +44.8% | +41.1% |
| 3M | +31.1% | -17.8% | +48.8% | +42.0% |
| 6M | +43.1% | -20.0% | +63.2% | +55.3% |
| YTD | +4.8% | -6.6% | +11.4% | +1.2% |
| 1Y | -3.7% | +1.8% | -5.4% | -11.9% |
| 3Y | +46.5% | +98.7% | -52.2% | -11.4% |
| 5Y | -17.3% | +123.9% | -141.2% | -52.1% |
| All | -13.3% | +125.4% | -138.7% | -50.8% |
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