+67.4%
XLI vs PCOR
+43.8%
+23.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.8% | +22.7% | -25.6% | -5.3% |
| 30D | -3.1% | +37.5% | -40.5% | -6.9% |
| 3M | -11.7% | +35.2% | -46.9% | -15.3% |
| 6M | -7.6% | +42.2% | -49.8% | -12.1% |
| YTD | +5.7% | +3.6% | +2.1% | +6.0% |
| 1Y | +7.8% | -4.8% | +12.6% | +10.1% |
| 3Y | +67.4% | +48.3% | +19.0% | +52.8% |
| All | +67.4% | +43.8% | +23.6% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling