-14.1%
PCOR vs XME
+111.0%
-125.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +2.6% |
| 7D | +23.7% | -10.5% | +34.2% | +29.9% |
| 30D | +39.0% | -16.5% | +55.5% | +50.3% |
| 3M | +35.8% | -19.2% | +54.9% | +48.1% |
| 6M | +38.2% | -23.8% | +62.1% | +53.1% |
| YTD | +3.9% | -12.6% | +16.5% | +3.5% |
| 1Y | +5.7% | -0.1% | +5.8% | -3.1% |
| 3Y | +44.8% | +79.3% | -34.5% | -7.9% |
| 5Y | -19.8% | +108.2% | -128.0% | -52.0% |
| All | -14.1% | +111.0% | -125.1% | -49.7% |
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 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