+51.5%
XLU vs PCOR
-17.9%
+69.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +0.7% | +20.7% | -20.0% | -0.2% |
| 30D | +5.6% | +35.7% | -30.1% | +4.1% |
| 3M | +2.1% | +31.1% | -28.9% | +0.7% |
| 6M | -0.9% | +43.1% | -44.0% | -2.8% |
| YTD | +4.6% | +4.8% | -0.3% | +4.2% |
| 1Y | +0.3% | -3.7% | +4.0% | +0.5% |
| 3Y | +58.6% | +46.5% | +12.0% | +52.0% |
| 5Y | +51.5% | -17.3% | +68.8% | +44.3% |
| All | +51.5% | -17.9% | +69.4% | +44.3% |
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