+27.4%
XLY vs PCOR
-42.7%
+70.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.4% |
| 7D | -2.1% | -9.0% | +6.9% | +0.4% |
| 30D | -6.0% | -7.0% | +1.0% | -4.4% |
| 3M | -2.7% | +18.3% | -21.1% | -7.9% |
| 6M | -1.5% | -7.8% | +6.3% | -1.4% |
| YTD | -5.4% | -25.6% | +20.1% | +0.2% |
| 1Y | -3.8% | -22.7% | +18.9% | -0.1% |
| 3Y | +36.6% | -17.7% | +54.3% | +32.9% |
| 5Y | +27.4% | -42.0% | +69.4% | +21.7% |
| All | +27.4% | -42.7% | +70.1% | +21.7% |
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