-20.1%
PCOR vs XME
+110.8%
-130.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.7% | -2.0% |
| 7D | +22.7% | -4.5% | +27.2% | +25.1% |
| 30D | +37.5% | -10.9% | +48.3% | +44.6% |
| 3M | +35.2% | -15.3% | +50.5% | +44.7% |
| 6M | +42.2% | -24.6% | +66.9% | +59.8% |
| YTD | +3.6% | -9.6% | +13.2% | +1.1% |
| 1Y | -4.8% | +2.9% | -7.7% | -14.9% |
| 3Y | +48.3% | +86.9% | -38.6% | -12.1% |
| All | -20.1% | +110.8% | -130.9% | -56.7% |
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 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