+38.4%
XLY vs PCOR
-17.1%
+55.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.1% |
| 7D | -0.5% | -6.9% | +6.4% | +1.0% |
| 30D | -4.9% | -1.5% | -3.4% | -4.8% |
| 3M | -1.0% | +18.5% | -19.5% | -5.1% |
| 6M | 0.0% | -4.7% | +4.7% | -0.3% |
| YTD | -4.2% | -22.8% | +18.6% | +0.5% |
| 1Y | -2.7% | -20.7% | +18.1% | +0.7% |
| 3Y | +38.4% | -14.6% | +53.0% | +37.0% |
| All | +38.4% | -17.1% | +55.5% | +37.0% |
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 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