-13.3%
PCOR vs XYL
-9.0%
-4.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +1.4% |
| 7D | +20.7% | +0.6% | +20.1% | +20.7% |
| 30D | +35.7% | -5.7% | +41.4% | +39.6% |
| 3M | +31.1% | -19.8% | +50.8% | +50.9% |
| 6M | +43.1% | -14.2% | +57.3% | +55.6% |
| YTD | +4.8% | -28.1% | +32.9% | +27.6% |
| 1Y | -3.7% | -35.0% | +31.3% | +27.3% |
| 3Y | +46.5% | +2.1% | +44.5% | +28.5% |
| 5Y | -17.3% | -22.1% | +4.8% | -8.3% |
| All | -13.3% | -9.0% | -4.3% | -5.5% |
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