-14.6%
PCOR vs XYL
+8.6%
-23.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.2% | -3.1% |
| 7D | -9.0% | -5.0% | -3.9% | -6.3% |
| 30D | +4.2% | -13.2% | +17.4% | +12.4% |
| 3M | +14.4% | -3.7% | +18.1% | +15.7% |
| 6M | +0.2% | -17.7% | +17.9% | +10.4% |
| YTD | -20.3% | -21.5% | +1.3% | -10.0% |
| 1Y | -16.1% | -24.5% | +8.4% | -2.7% |
| All | -14.6% | +8.6% | -23.2% | -32.1% |
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