-59.0%
XYZ vs PCOR
-10.0%
-49.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +9.2% | +23.7% | -14.5% | -4.5% |
| 30D | +9.8% | +39.0% | -29.2% | -10.9% |
| 3M | -0.2% | +35.8% | -35.9% | -18.8% |
| 6M | +18.0% | +38.2% | -20.3% | -7.1% |
| YTD | +29.1% | +3.9% | +25.2% | +19.3% |
| 1Y | +14.1% | +5.7% | +8.4% | +2.7% |
| 3Y | +72.6% | +44.8% | +27.9% | +13.3% |
| 5Y | -64.6% | -19.8% | -44.8% | -70.8% |
| All | -59.0% | -10.0% | -49.0% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling