-14.4%
PCOR vs XYL
-8.1%
-6.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +1.2% |
| 7D | +22.7% | +5.9% | +16.9% | +18.5% |
| 30D | +37.5% | -3.9% | +41.4% | +39.7% |
| 3M | +35.2% | -18.7% | +53.9% | +54.2% |
| 6M | +42.2% | -16.9% | +59.1% | +58.4% |
| YTD | +3.6% | -27.4% | +30.9% | +25.2% |
| 1Y | -4.8% | -34.0% | +29.3% | +24.6% |
| 3Y | +48.3% | +5.6% | +42.8% | +26.7% |
| 5Y | -20.1% | -20.6% | +0.5% | -12.6% |
| All | -14.4% | -8.1% | -6.3% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling