-13.3%
PCOR vs XPO
+286.3%
-299.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +20.7% | -1.5% | +22.3% | +21.1% |
| 30D | +35.7% | +2.6% | +33.1% | +33.8% |
| 3M | +31.1% | -6.1% | +37.2% | +33.2% |
| 6M | +43.1% | -8.0% | +51.1% | +45.5% |
| YTD | +4.8% | +38.5% | -33.6% | -13.5% |
| 1Y | -3.7% | +35.0% | -38.7% | -19.9% |
| 3Y | +46.5% | +126.5% | -79.9% | -9.8% |
| 5Y | -17.3% | +315.4% | -332.7% | -66.2% |
| All | -13.3% | +286.3% | -299.7% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling