+48.3%
PCOR vs XME
+84.7%
-36.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.7% | -1.6% |
| 7D | +22.7% | -4.5% | +27.2% | +24.7% |
| 30D | +37.5% | -10.9% | +48.3% | +43.2% |
| 3M | +35.2% | -15.3% | +50.5% | +42.9% |
| 6M | +42.2% | -24.6% | +66.9% | +57.4% |
| YTD | +3.6% | -9.6% | +13.2% | -0.6% |
| 1Y | -4.8% | +2.9% | -7.7% | -16.9% |
| 3Y | +48.3% | +86.9% | -38.6% | -22.7% |
| All | +48.3% | +84.7% | -36.3% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling