+32.5%
XEL vs PCOR
-10.3%
+42.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.2% | +22.7% | -22.9% | -0.7% |
| 30D | +10.0% | +37.5% | -27.5% | +9.1% |
| 3M | +4.3% | +35.2% | -30.9% | +3.5% |
| 6M | +0.5% | +42.2% | -41.8% | -0.6% |
| YTD | +10.4% | +3.6% | +6.8% | +10.3% |
| 1Y | +2.0% | -4.8% | +6.7% | +2.2% |
| 3Y | +45.6% | +48.3% | -2.8% | +41.8% |
| 5Y | +46.6% | -20.1% | +66.7% | +41.9% |
| All | +32.5% | -10.3% | +42.8% | +29.0% |
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