-13.1%
PCOR vs XYL
-6.7%
-6.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.5% |
| 7D | +22.2% | +2.1% | +20.1% | +21.0% |
| 30D | +36.0% | -3.4% | +39.4% | +37.7% |
| 3M | +34.0% | -17.2% | +51.2% | +50.9% |
| 6M | +43.5% | -12.0% | +55.6% | +53.5% |
| YTD | +5.1% | -26.3% | +31.4% | +25.8% |
| 1Y | -3.9% | -33.5% | +29.5% | +25.0% |
| 3Y | +52.9% | +6.4% | +46.5% | +30.0% |
| 5Y | -18.7% | -20.9% | +2.2% | -10.8% |
| All | -13.1% | -6.7% | -6.4% | -6.8% |
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