+48.2%
XLP vs PCOR
-9.2%
+57.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +2.3% | +20.7% | -18.4% | +1.5% |
| 30D | +9.1% | +35.7% | -26.6% | +7.7% |
| 3M | +7.9% | +31.1% | -23.2% | +6.5% |
| 6M | +9.6% | +43.1% | -33.5% | +7.7% |
| YTD | +19.4% | +4.8% | +14.6% | +18.7% |
| 1Y | +22.4% | -3.7% | +26.0% | +22.1% |
| 3Y | +43.2% | +46.5% | -3.4% | +38.3% |
| 5Y | +42.6% | -17.3% | +59.8% | +35.9% |
| All | +48.2% | -9.2% | +57.4% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling