+39.5%
XLC vs PCOR
-14.6%
+54.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.1% |
| 7D | +7.1% | +22.2% | -15.1% | +2.2% |
| 30D | -2.7% | +36.0% | -38.8% | -9.4% |
| 3M | -3.2% | +34.0% | -37.2% | -9.9% |
| 6M | -7.7% | +43.5% | -51.2% | -16.0% |
| YTD | -8.0% | +5.1% | -13.1% | -11.0% |
| 1Y | -3.1% | -3.9% | +0.9% | -4.2% |
| 3Y | +64.9% | +52.9% | +12.0% | +37.7% |
| 5Y | +39.5% | -18.7% | +58.2% | +24.4% |
| All | +39.5% | -14.6% | +54.1% | +24.4% |
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