+84.9%
XLI vs PCOR
-30.9%
+115.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.0% |
| 7D | -1.1% | -9.0% | +7.9% | +0.3% |
| 30D | -5.9% | +4.2% | -10.1% | -6.7% |
| 3M | -0.3% | +14.4% | -14.7% | -2.7% |
| 6M | +0.1% | +0.2% | 0.0% | -1.1% |
| YTD | +13.6% | -20.3% | +33.8% | +16.2% |
| 1Y | +17.2% | -16.1% | +33.3% | +18.3% |
| 3Y | +68.2% | -14.7% | +82.9% | +65.2% |
| 5Y | +80.7% | -43.2% | +123.9% | +74.0% |
| All | +84.9% | -30.9% | +115.9% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling