+68.6%
XLF vs PCOR
-33.1%
+101.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.9% |
| 7D | +0.2% | -6.9% | +7.1% | +1.3% |
| 30D | -0.5% | -1.5% | +1.0% | -0.4% |
| 3M | +10.6% | +18.5% | -7.9% | +7.2% |
| 6M | +14.3% | -4.7% | +19.0% | +13.8% |
| YTD | +5.5% | -22.8% | +28.3% | +8.4% |
| 1Y | +9.6% | -20.7% | +30.3% | +11.7% |
| 3Y | +75.2% | -14.6% | +89.7% | +72.2% |
| 5Y | +65.5% | -40.7% | +106.3% | +58.5% |
| All | +68.6% | -33.1% | +101.7% | +62.7% |
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 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