+99.1%
XLK vs PCOR
+43.2%
+55.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.4% |
| 7D | -1.9% | +22.2% | -24.1% | -6.2% |
| 30D | -14.0% | +36.0% | -50.1% | -19.8% |
| 3M | -9.0% | +34.0% | -43.0% | -15.2% |
| 6M | -2.4% | +43.5% | -45.9% | -10.8% |
| YTD | +19.1% | +5.1% | +14.0% | +17.8% |
| 1Y | +19.2% | -3.9% | +23.2% | +21.4% |
| 3Y | +99.1% | +52.9% | +46.1% | +74.9% |
| All | +99.1% | +43.2% | +55.9% | +74.9% |
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