+34.6%
XLB vs PCOR
-30.9%
+65.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | +0.3% |
| 7D | -1.4% | -9.0% | +7.6% | 0.0% |
| 30D | -0.4% | +4.2% | -4.5% | -1.2% |
| 3M | +2.0% | +14.4% | -12.4% | -0.6% |
| 6M | +1.8% | +0.2% | +1.7% | +0.5% |
| YTD | +16.6% | -20.3% | +36.8% | +19.2% |
| 1Y | +16.9% | -16.1% | +33.1% | +18.0% |
| 3Y | +32.6% | -14.7% | +47.3% | +29.8% |
| 5Y | +35.6% | -43.2% | +78.8% | +29.5% |
| All | +34.6% | -30.9% | +65.5% | +28.8% |
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 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