-13.1%
PCOR vs XPO
+286.0%
-299.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.8% | -0.9% |
| 7D | +22.2% | -1.9% | +24.1% | +22.8% |
| 30D | +36.0% | +2.5% | +33.5% | +34.2% |
| 3M | +34.0% | -7.2% | +41.2% | +36.8% |
| 6M | +43.5% | -8.1% | +51.6% | +45.9% |
| YTD | +5.1% | +38.3% | -33.2% | -13.2% |
| 1Y | -3.9% | +33.6% | -37.5% | -19.8% |
| 3Y | +52.9% | +133.1% | -80.2% | -7.1% |
| 5Y | -18.7% | +308.9% | -327.6% | -66.5% |
| All | -13.1% | +286.0% | -299.1% | -62.9% |
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