-14.6%
PCOR vs XPO
+155.9%
-170.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.5% | -8.7% | -5.6% |
| 7D | -9.0% | +2.4% | -11.4% | -9.7% |
| 30D | +4.2% | -3.5% | +7.7% | +5.0% |
| 3M | +14.4% | -11.9% | +26.3% | +18.1% |
| 6M | +0.2% | -10.0% | +10.1% | +1.6% |
| YTD | -20.3% | +42.1% | -62.3% | -32.6% |
| 1Y | -16.1% | +47.6% | -63.7% | -30.8% |
| All | -14.6% | +155.9% | -170.5% | -41.9% |
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 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