+44.8%
XLP vs PCOR
+44.3%
+0.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +19.7% | -16.3% | +2.8% |
| 7D | +5.9% | +21.8% | -16.0% | +5.2% |
| 30D | +13.5% | +39.5% | -26.1% | +12.5% |
| 3M | +8.4% | +35.2% | -26.8% | +7.5% |
| 6M | +11.5% | +21.7% | -10.2% | +10.5% |
| YTD | +20.6% | +3.9% | +16.7% | +20.2% |
| 1Y | +24.3% | +6.9% | +17.4% | +23.7% |
| All | +44.8% | +44.3% | +0.5% | +38.9% |
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