+58.6%
XLU vs PCOR
+52.3%
+6.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +0.7% | +20.7% | -20.0% | +0.3% |
| 30D | +5.6% | +35.7% | -30.1% | +4.9% |
| 3M | +2.1% | +31.1% | -28.9% | +1.5% |
| 6M | -0.9% | +43.1% | -44.0% | -1.7% |
| YTD | +4.6% | +4.8% | -0.3% | +5.2% |
| 1Y | +0.3% | -3.7% | +4.0% | +1.5% |
| 3Y | +58.6% | +46.5% | +12.0% | +47.6% |
| All | +58.6% | +52.3% | +6.2% | +47.6% |
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 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