+60.3%
XLC vs PCOR
+44.3%
+16.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +3.1% | +23.7% | -20.6% | -0.6% |
| 30D | -6.5% | +39.0% | -45.5% | -11.6% |
| 3M | -5.6% | +35.8% | -41.3% | -10.6% |
| 6M | -9.2% | +38.2% | -47.5% | -14.7% |
| YTD | -10.6% | +3.9% | -14.5% | -11.9% |
| 1Y | -6.9% | +5.7% | -12.5% | -8.8% |
| All | +60.3% | +44.3% | +16.0% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling