+59.3%
XLF vs PCOR
-11.9%
+71.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +2.7% | +3.0% | -0.4% | +2.2% |
| 30D | +7.6% | +38.7% | -31.1% | +1.8% |
| 3M | +1.1% | +24.9% | -23.8% | -3.0% |
| 6M | +15.9% | +68.8% | -52.9% | +5.0% |
| YTD | +8.4% | +6.7% | +1.7% | +5.5% |
| 1Y | +12.5% | +3.0% | +9.5% | +10.1% |
| 3Y | +81.6% | +48.6% | +32.9% | +62.8% |
| All | +59.3% | -11.9% | +71.1% | +43.8% |
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