+45.0%
XLV vs PCOR
-36.7%
+81.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -4.4% | -12.2% | +7.8% | -3.3% |
| 30D | -1.4% | -9.4% | +8.0% | -0.6% |
| 3M | +8.9% | +22.2% | -13.4% | +6.6% |
| 6M | +9.1% | -7.3% | +16.4% | +9.0% |
| YTD | +7.9% | -26.8% | +34.8% | +10.2% |
| 1Y | +22.7% | -22.2% | +45.0% | +24.2% |
| 3Y | +31.9% | -19.1% | +51.0% | +30.6% |
| 5Y | +34.9% | -42.4% | +77.3% | +31.8% |
| All | +45.0% | -36.7% | +81.7% | +42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling