+3.0%
PCOR vs XPO
+38.7%
-35.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.5% |
| 7D | +3.0% | +9.0% | -5.9% | +3.0% |
| 30D | +38.7% | +4.2% | +34.5% | +38.5% |
| 3M | +24.9% | -8.7% | +33.5% | +25.2% |
| 6M | +68.8% | -2.8% | +71.5% | +69.2% |
| YTD | +6.7% | +41.9% | -35.2% | -2.6% |
| 1Y | +3.0% | +42.3% | -39.3% | -6.6% |
| All | +3.0% | +38.7% | -35.7% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling