+41.6%
XLY vs PCOR
-30.9%
+72.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | -0.2% |
| 7D | -2.0% | -9.0% | +7.0% | +0.4% |
| 30D | -3.1% | +4.2% | -7.3% | -4.4% |
| 3M | -1.8% | +14.4% | -16.2% | -6.0% |
| 6M | -0.9% | +0.2% | -1.0% | -3.0% |
| YTD | -3.4% | -20.3% | +16.9% | +0.3% |
| 1Y | -1.5% | -16.1% | +14.6% | 0.0% |
| 3Y | +38.8% | -14.7% | +53.5% | +34.6% |
| 5Y | +30.5% | -43.2% | +73.6% | +21.1% |
| All | +41.6% | -30.9% | +72.5% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling