+56.3%
XLV vs PCOR
+50.0%
+6.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +2.2% | +3.0% | -0.8% | +1.9% |
| 30D | +8.6% | +38.7% | -30.1% | +5.4% |
| 3M | +12.6% | +24.9% | -12.3% | +10.1% |
| 6M | +29.8% | +68.8% | -39.0% | +23.4% |
| YTD | +23.5% | +6.7% | +16.8% | +22.0% |
| 1Y | +25.7% | +3.0% | +22.7% | +24.6% |
| 3Y | +56.3% | +48.6% | +7.7% | +49.4% |
| All | +56.3% | +50.0% | +6.3% | +49.4% |
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