+31.6%
XLB vs PCOR
-22.6%
+54.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -0.4% | +23.7% | -24.1% | -3.8% |
| 30D | +5.2% | +39.0% | -33.8% | -0.3% |
| 3M | -0.1% | +35.8% | -35.9% | -5.4% |
| 6M | +2.4% | +38.2% | -35.8% | -3.8% |
| YTD | +16.9% | +3.9% | +12.9% | +14.4% |
| 1Y | +25.0% | +5.7% | +19.4% | +21.7% |
| 3Y | +40.7% | +44.8% | -4.1% | +25.6% |
| 5Y | +31.6% | -19.8% | +51.4% | +19.9% |
| All | +31.6% | -22.6% | +54.2% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling