+17.4%
XLI vs PCOR
-17.3%
+34.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.4% |
| 7D | -1.1% | -9.0% | +7.9% | -1.2% |
| 30D | -5.9% | +4.2% | -10.1% | -5.9% |
| 3M | -0.3% | +14.4% | -14.7% | +0.3% |
| 6M | +0.1% | +0.2% | 0.0% | +0.8% |
| YTD | +13.6% | -20.3% | +33.8% | +17.0% |
| All | +17.4% | -17.3% | +34.7% | +20.6% |
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