-3.1%
XLY vs PCOR
-24.1%
+21.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -3.9% | -12.2% | +8.3% | -2.7% |
| 30D | -6.1% | -9.4% | +3.3% | -5.3% |
| 3M | -1.2% | +22.2% | -23.4% | -3.0% |
| 6M | -1.8% | -7.3% | +5.6% | -1.6% |
| YTD | -5.9% | -26.8% | +21.0% | -2.4% |
| 1Y | -3.1% | -22.2% | +19.1% | 0.0% |
| All | -3.1% | -24.1% | +21.0% | 0.0% |
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 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