-11.8%
PCOR vs XYL
-11.5%
-0.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.0% | -3.7% | +6.8% | +5.7% |
| 30D | +38.7% | -8.3% | +47.0% | +45.5% |
| 3M | +24.9% | -21.4% | +46.3% | +45.8% |
| 6M | +68.8% | -12.9% | +81.7% | +80.9% |
| YTD | +6.7% | -30.1% | +36.8% | +32.3% |
| 1Y | +3.0% | -35.2% | +38.2% | +35.8% |
| 3Y | +48.6% | -0.8% | +49.4% | +32.8% |
| 5Y | -12.7% | -23.2% | +10.6% | -2.4% |
| All | -11.8% | -11.5% | -0.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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