+10.8%
XLF vs PCOR
-2.3%
+13.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +1.2% | +22.7% | -21.6% | -1.0% |
| 30D | +6.3% | +37.5% | -31.1% | +3.0% |
| 3M | -0.8% | +35.2% | -36.0% | -3.9% |
| 6M | +11.0% | +42.2% | -31.2% | +6.7% |
| YTD | +5.6% | +3.6% | +2.1% | +6.6% |
| 1Y | +10.8% | -4.8% | +15.5% | +14.4% |
| All | +10.8% | -2.3% | +13.0% | +14.4% |
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 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