+121.6%
XLK vs PCOR
-12.2%
+133.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.6% |
| 7D | +0.9% | -9.0% | +9.8% | +2.8% |
| 30D | +0.7% | +4.2% | -3.4% | -0.4% |
| 3M | -2.9% | +14.4% | -17.4% | -6.1% |
| 6M | +34.3% | +0.2% | +34.1% | +32.6% |
| YTD | +30.4% | -20.3% | +50.6% | +36.6% |
| 1Y | +43.4% | -16.1% | +59.5% | +47.0% |
| All | +121.6% | -12.2% | +133.8% | +119.9% |
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