+24.2%
XLB vs PCOR
-4.6%
+28.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +0.5% | +20.7% | -20.2% | +0.1% |
| 30D | +6.9% | +35.7% | -28.8% | +6.5% |
| 3M | -0.2% | +31.1% | -31.2% | -0.6% |
| 6M | +3.3% | +43.1% | -39.8% | +2.7% |
| YTD | +18.0% | +4.8% | +13.2% | +21.2% |
| 1Y | +24.2% | -3.7% | +27.9% | +30.5% |
| All | +24.2% | -4.6% | +28.8% | +30.5% |
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