+48.3%
PCOR vs XPO
+122.0%
-73.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | +22.7% | -6.7% | +29.4% | +25.0% |
| 30D | +37.5% | -1.9% | +39.4% | +37.8% |
| 3M | +35.2% | -9.9% | +45.1% | +38.6% |
| 6M | +42.2% | -16.4% | +58.6% | +48.5% |
| YTD | +3.6% | +30.2% | -26.6% | -10.9% |
| 1Y | -4.8% | +29.9% | -34.6% | -18.3% |
| 3Y | +48.3% | +122.6% | -74.3% | +1.5% |
| All | +48.3% | +122.0% | -73.6% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling