+188.6%
XLE vs PCOR
-10.3%
+199.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -12.0% | +22.7% | -34.7% | -13.6% |
| 30D | -2.7% | +37.5% | -40.2% | -5.5% |
| 3M | +6.6% | +35.2% | -28.6% | +3.4% |
| 6M | +9.5% | +42.2% | -32.7% | +5.4% |
| YTD | +40.6% | +3.6% | +37.0% | +39.2% |
| 1Y | +43.6% | -4.8% | +48.4% | +43.5% |
| 3Y | +58.1% | +48.3% | +9.7% | +49.3% |
| 5Y | +152.2% | -20.1% | +172.3% | +140.5% |
| All | +188.6% | -10.3% | +199.0% | +176.2% |
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