+184.5%
XLK vs PCOR
-30.9%
+215.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.8% |
| 7D | +0.9% | -9.0% | +9.8% | +3.3% |
| 30D | +0.7% | +4.2% | -3.4% | -0.6% |
| 3M | -2.9% | +14.4% | -17.4% | -7.1% |
| 6M | +34.3% | +0.2% | +34.1% | +31.4% |
| YTD | +30.4% | -20.3% | +50.6% | +35.5% |
| 1Y | +43.4% | -16.1% | +59.5% | +45.7% |
| 3Y | +116.8% | -14.7% | +131.5% | +110.9% |
| 5Y | +144.0% | -43.2% | +187.2% | +132.5% |
| All | +184.5% | -30.9% | +215.4% | +170.1% |
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