+71.4%
XLI vs PCOR
+47.4%
+24.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.5% | +20.7% | -22.2% | -3.8% |
| 30D | -0.3% | +35.7% | -36.0% | -4.1% |
| 3M | -8.4% | +31.1% | -39.4% | -11.7% |
| 6M | -2.1% | +43.1% | -45.2% | -7.0% |
| YTD | +9.6% | +4.8% | +4.8% | +9.8% |
| 1Y | +10.7% | -3.7% | +14.3% | +13.0% |
| All | +71.4% | +47.4% | +24.0% | +55.7% |
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 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