+10.2%
XLF vs PCOR
-2.2%
+12.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +1.2% | +2.2% | -0.9% | +1.0% |
| 30D | +6.2% | +37.4% | -31.3% | +2.8% |
| 3M | +0.9% | +33.2% | -32.3% | -2.2% |
| 6M | +13.6% | +60.6% | -46.9% | +7.8% |
| YTD | +7.6% | +6.2% | +1.4% | +8.3% |
| 1Y | +10.2% | -1.1% | +11.2% | +13.0% |
| All | +10.2% | -2.2% | +12.4% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling