+49.7%
XLP vs PCOR
-10.0%
+59.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +19.7% | -16.3% | +2.5% |
| 7D | +5.9% | +21.8% | -16.0% | +5.0% |
| 30D | +13.5% | +39.5% | -26.1% | +11.9% |
| 3M | +8.4% | +35.2% | -26.8% | +7.0% |
| 6M | +11.5% | +21.7% | -10.2% | +10.2% |
| YTD | +20.6% | +3.9% | +16.7% | +19.9% |
| 1Y | +24.3% | +6.9% | +17.4% | +23.3% |
| 3Y | +45.1% | +44.8% | +0.3% | +40.2% |
| 5Y | +44.6% | -21.9% | +66.5% | +38.1% |
| All | +49.7% | -10.0% | +59.7% | +43.6% |
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