+26.9%
XLV vs PCOR
-14.7%
+41.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.2% | -0.9% |
| 7D | +0.2% | -9.0% | +9.1% | +0.5% |
| 30D | +4.4% | +4.2% | +0.3% | +4.3% |
| 3M | +13.2% | +14.4% | -1.2% | +12.0% |
| 6M | +10.1% | +0.2% | +9.9% | +9.2% |
| YTD | +11.7% | -20.3% | +32.0% | +12.2% |
| 1Y | +26.9% | -16.1% | +43.1% | +27.5% |
| All | +26.9% | -14.7% | +41.6% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling