+53.3%
XLU vs PCOR
-30.9%
+84.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.3% |
| 7D | +0.8% | -9.0% | +9.8% | +1.2% |
| 30D | -1.3% | +4.2% | -5.5% | -1.6% |
| 3M | -1.3% | +14.4% | -15.7% | -2.1% |
| 6M | -7.6% | +0.2% | -7.8% | -7.9% |
| YTD | +2.3% | -20.3% | +22.5% | +3.2% |
| 1Y | +5.8% | -16.1% | +21.9% | +6.2% |
| 3Y | +50.5% | -14.7% | +65.2% | +49.1% |
| 5Y | +44.1% | -43.2% | +87.3% | +38.4% |
| All | +53.3% | -30.9% | +84.3% | +48.6% |
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