-11.9%
PCOR vs XPO
+288.0%
-299.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.5% |
| 7D | +2.5% | +0.5% | +2.0% | +2.2% |
| 30D | +37.9% | +4.7% | +33.2% | +34.9% |
| 3M | +32.0% | -7.1% | +39.1% | +34.7% |
| 6M | +54.7% | -6.3% | +61.0% | +56.1% |
| YTD | +6.6% | +39.1% | -32.5% | -12.2% |
| 1Y | -1.7% | +36.7% | -38.4% | -18.7% |
| 3Y | +49.0% | +127.4% | -78.4% | -8.4% |
| 5Y | -12.5% | +315.0% | -327.5% | -64.2% |
| All | -11.9% | +288.0% | -299.9% | -62.5% |
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