+29.2%
XBI vs PCOR
-30.9%
+60.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | +0.9% |
| 7D | +0.9% | -9.0% | +9.8% | +3.6% |
| 30D | +7.1% | +4.2% | +2.9% | +5.4% |
| 3M | +22.9% | +14.4% | +8.5% | +16.8% |
| 6M | +29.7% | +0.2% | +29.5% | +26.4% |
| YTD | +34.5% | -20.3% | +54.7% | +40.0% |
| 1Y | +76.1% | -16.1% | +92.2% | +78.6% |
| 3Y | +103.2% | -14.7% | +117.9% | +93.2% |
| 5Y | +22.8% | -43.2% | +66.0% | +16.1% |
| All | +29.2% | -30.9% | +60.2% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling