+71.1%
XLI vs PCOR
-14.4%
+85.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.9% |
| 7D | -1.1% | -9.0% | +7.9% | +0.1% |
| 30D | -5.9% | +4.2% | -10.1% | -6.6% |
| 3M | -0.3% | +14.4% | -14.7% | -2.2% |
| 6M | +0.1% | +0.2% | 0.0% | -0.6% |
| YTD | +13.6% | -20.3% | +33.8% | +17.3% |
| 1Y | +17.2% | -16.1% | +33.3% | +19.2% |
| All | +71.1% | -14.4% | +85.5% | +70.4% |
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