+36.5%
XLB vs PCOR
-9.0%
+45.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | -1.4% | +22.2% | -23.6% | -4.5% |
| 30D | +7.1% | +36.0% | -28.9% | +2.0% |
| 3M | +0.6% | +34.0% | -33.4% | -4.3% |
| 6M | +3.5% | +43.5% | -40.0% | -3.1% |
| YTD | +18.2% | +5.1% | +13.1% | +15.5% |
| 1Y | +25.6% | -3.9% | +29.5% | +24.7% |
| 3Y | +46.7% | +52.9% | -6.3% | +30.8% |
| 5Y | +30.9% | -18.7% | +49.6% | +19.3% |
| All | +36.5% | -9.0% | +45.5% | +24.8% |
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