+68.8%
XLF vs PCOR
-10.3%
+79.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.2% | +22.7% | -21.6% | -2.2% |
| 30D | +6.3% | +37.5% | -31.1% | +1.0% |
| 3M | -0.8% | +35.2% | -36.0% | -5.9% |
| 6M | +11.0% | +42.2% | -31.2% | +3.9% |
| YTD | +5.6% | +3.6% | +2.1% | +3.3% |
| 1Y | +10.8% | -4.8% | +15.5% | +9.8% |
| 3Y | +77.8% | +48.3% | +29.4% | +60.6% |
| 5Y | +55.6% | -20.1% | +75.7% | +42.3% |
| All | +68.8% | -10.3% | +79.1% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling