+42.7%
XLP vs PCOR
-22.6%
+65.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.5% | +23.7% | -20.2% | +2.5% |
| 30D | +11.6% | +39.0% | -27.4% | +9.9% |
| 3M | +7.6% | +35.8% | -28.1% | +6.1% |
| 6M | +10.0% | +38.2% | -28.2% | +8.2% |
| YTD | +19.7% | +3.9% | +15.8% | +19.0% |
| 1Y | +23.5% | +5.7% | +17.8% | +22.5% |
| 3Y | +44.0% | +44.8% | -0.8% | +38.7% |
| 5Y | +42.7% | -19.8% | +62.5% | +34.2% |
| All | +42.7% | -22.6% | +65.3% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling