+72.1%
XLI vs PCOR
-10.3%
+82.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.8% | +22.7% | -25.6% | -5.8% |
| 30D | -3.1% | +37.5% | -40.5% | -7.6% |
| 3M | -11.7% | +35.2% | -46.9% | -15.9% |
| 6M | -7.6% | +42.2% | -49.8% | -13.1% |
| YTD | +5.7% | +3.6% | +2.1% | +3.8% |
| 1Y | +7.8% | -4.8% | +12.6% | +7.4% |
| 3Y | +67.4% | +48.3% | +19.0% | +51.2% |
| 5Y | +64.8% | -20.1% | +84.9% | +52.2% |
| All | +72.1% | -10.3% | +82.4% | +59.2% |
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