+43.8%
XLC vs PCOR
-10.3%
+54.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +4.9% | +22.7% | -17.8% | +0.2% |
| 30D | -5.8% | +37.5% | -43.3% | -12.2% |
| 3M | -5.4% | +35.2% | -40.6% | -11.9% |
| 6M | -10.2% | +42.2% | -52.4% | -17.9% |
| YTD | -10.2% | +3.6% | -13.7% | -12.8% |
| 1Y | -5.6% | -4.8% | -0.9% | -6.6% |
| 3Y | +61.0% | +48.3% | +12.6% | +37.2% |
| 5Y | +35.2% | -20.1% | +55.3% | +19.6% |
| All | +43.8% | -10.3% | +54.1% | +27.2% |
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