+67.4%
XLF vs PCOR
-43.0%
+110.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.1% |
| 7D | 0.0% | -9.0% | +9.0% | +1.5% |
| 30D | +0.2% | +4.2% | -4.0% | -0.7% |
| 3M | +11.7% | +14.4% | -2.7% | +8.7% |
| 6M | +13.8% | +0.2% | +13.6% | +12.3% |
| YTD | +7.0% | -20.3% | +27.2% | +9.5% |
| 1Y | +9.1% | -16.1% | +25.3% | +10.3% |
| 3Y | +75.6% | -14.7% | +90.3% | +72.5% |
| All | +67.4% | -43.0% | +110.5% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling