+23.2%
XBI vs PCOR
-43.2%
+66.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -0.2% |
| 7D | -0.9% | -6.9% | +6.0% | +1.2% |
| 30D | +2.9% | -1.5% | +4.4% | +3.0% |
| 3M | +26.2% | +18.5% | +7.7% | +18.3% |
| 6M | +30.7% | -4.7% | +35.4% | +29.3% |
| YTD | +32.9% | -22.8% | +55.7% | +39.9% |
| 1Y | +72.3% | -20.7% | +93.0% | +78.1% |
| 3Y | +107.2% | -14.6% | +121.7% | +95.2% |
| 5Y | +23.2% | -40.7% | +63.9% | +19.7% |
| All | +23.2% | -43.2% | +66.3% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling