+23.8%
XBI vs PCOR
-9.0%
+32.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.6% |
| 7D | +3.2% | +22.2% | -19.0% | -3.1% |
| 30D | +2.0% | +36.0% | -34.0% | -7.2% |
| 3M | -0.3% | +34.0% | -34.3% | -9.5% |
| 6M | +16.6% | +43.5% | -26.9% | +2.5% |
| YTD | +28.8% | +5.1% | +23.7% | +22.8% |
| 1Y | +44.6% | -3.9% | +48.6% | +42.1% |
| 3Y | +137.1% | +52.9% | +84.2% | +86.0% |
| 5Y | +22.8% | -18.7% | +41.4% | +5.9% |
| All | +23.8% | -9.0% | +32.7% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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