+24.2%
XLY vs PCOR
-15.7%
+40.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -1.1% | +2.5% | -3.6% | -1.8% |
| 30D | +7.8% | +37.9% | -30.1% | -1.7% |
| 3M | +1.7% | +32.0% | -30.3% | -6.6% |
| 6M | +1.8% | +54.7% | -52.9% | -11.6% |
| YTD | +2.0% | +6.6% | -4.6% | -2.7% |
| 1Y | +1.8% | -1.7% | +3.5% | -0.3% |
| 3Y | +53.7% | +49.0% | +4.7% | +25.5% |
| 5Y | +24.2% | -12.5% | +36.8% | +9.0% |
| All | +24.2% | -15.7% | +40.0% | +9.0% |
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