+48.3%
PCOR vs XYL
+5.2%
+43.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.8% |
| 7D | +22.7% | +5.9% | +16.9% | +19.7% |
| 30D | +37.5% | -3.9% | +41.4% | +39.1% |
| 3M | +35.2% | -18.7% | +53.9% | +49.0% |
| 6M | +42.2% | -16.9% | +59.1% | +54.1% |
| YTD | +3.6% | -27.4% | +30.9% | +20.1% |
| 1Y | -4.8% | -34.0% | +29.3% | +18.8% |
| 3Y | +48.3% | +5.6% | +42.8% | +5.3% |
| All | +48.3% | +5.2% | +43.1% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling