+43.2%
XLC vs PCOR
-10.0%
+53.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +3.1% | +23.7% | -20.6% | -1.7% |
| 30D | -6.5% | +39.0% | -45.5% | -13.1% |
| 3M | -5.6% | +35.8% | -41.3% | -12.1% |
| 6M | -9.2% | +38.2% | -47.5% | -16.5% |
| YTD | -10.6% | +3.9% | -14.5% | -13.3% |
| 1Y | -6.9% | +5.7% | -12.5% | -10.3% |
| 3Y | +59.9% | +44.8% | +15.1% | +37.1% |
| 5Y | +34.7% | -19.8% | +54.4% | +19.0% |
| All | +43.2% | -10.0% | +53.2% | +26.6% |
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