-11.8%
PCOR vs XPO
+295.8%
-307.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.4% |
| 7D | +3.0% | +9.0% | -5.9% | -0.4% |
| 30D | +38.7% | +4.2% | +34.5% | +36.0% |
| 3M | +24.9% | -8.7% | +33.5% | +28.3% |
| 6M | +68.8% | -2.8% | +71.5% | +67.8% |
| YTD | +6.7% | +41.9% | -35.2% | -12.8% |
| 1Y | +3.0% | +42.3% | -39.3% | -16.2% |
| 3Y | +48.6% | +127.3% | -78.7% | -8.4% |
| 5Y | -12.7% | +306.4% | -319.1% | -64.1% |
| All | -11.8% | +295.8% | -307.6% | -62.7% |
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