-41.4%
PCOR vs XME
+176.2%
-217.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | -9.0% | -0.1% | -8.9% | -9.0% |
| 30D | +4.2% | +6.0% | -1.8% | +0.8% |
| 3M | +14.4% | -7.7% | +22.2% | +18.1% |
| 6M | +0.2% | +1.0% | -0.8% | -3.0% |
| YTD | -20.3% | +14.6% | -34.9% | -29.9% |
| 1Y | -16.1% | +46.0% | -62.1% | -37.6% |
| 3Y | -14.7% | +127.0% | -141.7% | -52.7% |
| All | -41.4% | +176.2% | -217.6% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling