+34.4%
XLV vs PCOR
-42.7%
+77.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | 0.0% |
| 7D | -3.7% | -9.0% | +5.3% | -2.8% |
| 30D | -1.1% | -7.0% | +5.9% | -0.5% |
| 3M | +8.2% | +18.3% | -10.1% | +6.2% |
| 6M | +8.9% | -7.8% | +16.7% | +8.9% |
| YTD | +8.5% | -25.6% | +34.1% | +10.7% |
| 1Y | +22.3% | -22.7% | +45.0% | +23.9% |
| 3Y | +32.6% | -17.7% | +50.3% | +31.0% |
| 5Y | +34.4% | -42.0% | +76.4% | +32.0% |
| All | +34.4% | -42.7% | +77.1% | +32.0% |
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 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