+39.2%
XLY vs PCOR
-36.6%
+75.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | -8.2% | +6.5% | +0.5% |
| 30D | -4.2% | -8.1% | +4.0% | -2.3% |
| 3M | -2.7% | +26.2% | -28.9% | -9.2% |
| 6M | -0.6% | -5.0% | +4.4% | -1.5% |
| YTD | -5.0% | -26.8% | +21.8% | +0.8% |
| 1Y | -4.1% | -24.6% | +20.5% | +0.2% |
| 3Y | +33.6% | -19.6% | +53.2% | +31.4% |
| 5Y | +28.7% | -42.4% | +71.1% | +21.8% |
| All | +39.2% | -36.6% | +75.8% | +31.5% |
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 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