+0.3%
XRT vs PCOR
-43.0%
+43.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.2% | +2.2% |
| 7D | +0.8% | -9.0% | +9.8% | +3.4% |
| 30D | -4.2% | +4.2% | -8.4% | -5.6% |
| 3M | +5.1% | +14.4% | -9.3% | +0.1% |
| 6M | +2.4% | +0.2% | +2.2% | -0.1% |
| YTD | +3.2% | -20.3% | +23.4% | +7.3% |
| 1Y | +1.5% | -16.1% | +17.7% | +3.1% |
| 3Y | +40.6% | -14.7% | +55.3% | +35.1% |
| All | +0.3% | -43.0% | +43.3% | -4.7% |
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