+53.2%
XLC vs PCOR
-30.9%
+84.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.3% |
| 7D | -0.8% | -9.0% | +8.1% | +1.1% |
| 30D | +1.0% | +4.2% | -3.1% | 0.0% |
| 3M | -0.7% | +14.4% | -15.1% | -4.2% |
| 6M | -5.1% | +0.2% | -5.3% | -6.7% |
| YTD | -4.3% | -20.3% | +16.0% | -1.4% |
| 1Y | -0.6% | -16.1% | +15.6% | +0.7% |
| 3Y | +72.7% | -14.7% | +87.4% | +67.4% |
| 5Y | +38.0% | -43.2% | +81.1% | +29.7% |
| All | +53.2% | -30.9% | +84.2% | +44.0% |
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