-14.4%
PCOR vs XME
+118.0%
-132.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.7% | -1.9% |
| 7D | +22.7% | -4.5% | +27.2% | +25.0% |
| 30D | +37.5% | -10.9% | +48.3% | +44.2% |
| 3M | +35.2% | -15.3% | +50.5% | +44.3% |
| 6M | +42.2% | -24.6% | +66.9% | +58.9% |
| YTD | +3.6% | -9.6% | +13.2% | +1.6% |
| 1Y | -4.8% | +2.9% | -7.7% | -13.9% |
| 3Y | +48.3% | +86.9% | -38.6% | -7.5% |
| 5Y | -20.1% | +115.2% | -135.2% | -52.9% |
| All | -14.4% | +118.0% | -132.4% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling