+190.1%
XLE vs PCOR
-9.0%
+199.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -7.9% | +22.2% | -30.1% | -9.5% |
| 30D | -4.8% | +36.0% | -40.9% | -7.5% |
| 3M | +8.4% | +34.0% | -25.6% | +5.3% |
| 6M | +12.7% | +43.5% | -30.8% | +8.4% |
| YTD | +41.3% | +5.1% | +36.2% | +39.7% |
| 1Y | +42.3% | -3.9% | +46.2% | +42.2% |
| 3Y | +65.1% | +52.9% | +12.1% | +55.6% |
| 5Y | +150.2% | -18.7% | +168.9% | +138.3% |
| All | +190.1% | -9.0% | +199.1% | +177.4% |
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