+48.4%
PCOR vs XYL
+0.5%
+47.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +2.6% |
| 7D | +2.5% | -5.9% | +8.4% | +5.7% |
| 30D | +37.9% | -7.3% | +45.2% | +42.0% |
| 3M | +32.0% | -22.5% | +54.5% | +48.8% |
| 6M | +54.7% | -14.4% | +69.2% | +64.4% |
| YTD | +6.6% | -29.4% | +36.0% | +25.2% |
| 1Y | -1.7% | -35.6% | +33.9% | +23.7% |
| All | +48.4% | +0.5% | +47.9% | +16.0% |
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 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