-4.7%
XRT vs PCOR
-19.6%
+15.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | +0.9% | +22.7% | -21.8% | -5.2% |
| 30D | +7.9% | +37.5% | -29.5% | -1.8% |
| 3M | -0.2% | +35.2% | -35.4% | -9.3% |
| 6M | +5.6% | +42.2% | -36.7% | -6.5% |
| YTD | +5.7% | +3.6% | +2.1% | +1.4% |
| 1Y | +14.6% | -4.8% | +19.3% | +13.0% |
| 3Y | +50.7% | +48.3% | +2.3% | +21.7% |
| All | -4.7% | -19.6% | +15.0% | -17.6% |
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