+80.9%
XLI vs PCOR
-7.7%
+88.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +1.1% |
| 7D | +0.9% | +2.5% | -1.6% | +0.6% |
| 30D | +1.1% | +37.9% | -36.8% | -3.7% |
| 3M | -7.7% | +32.0% | -39.7% | -11.7% |
| 6M | -1.8% | +54.7% | -56.6% | -8.8% |
| YTD | +11.1% | +6.6% | +4.5% | +8.7% |
| 1Y | +12.1% | -1.7% | +13.8% | +11.2% |
| 3Y | +73.8% | +49.0% | +24.9% | +57.1% |
| 5Y | +73.8% | -12.5% | +86.3% | +59.2% |
| All | +80.9% | -7.7% | +88.6% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling