+16.9%
XLB vs PCOR
-14.7%
+31.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | -0.3% |
| 7D | -1.4% | -9.0% | +7.6% | -1.2% |
| 30D | -0.4% | +4.2% | -4.5% | -0.4% |
| 3M | +2.0% | +14.4% | -12.4% | +1.6% |
| 6M | +1.8% | +0.2% | +1.7% | +1.6% |
| YTD | +16.6% | -20.3% | +36.8% | +19.5% |
| 1Y | +16.9% | -16.1% | +33.1% | +18.1% |
| All | +16.9% | -14.7% | +31.6% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling