+62.8%
XLE vs PCOR
+47.4%
+15.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -6.7% | +20.7% | -27.4% | -8.3% |
| 30D | -4.4% | +35.7% | -40.1% | -7.2% |
| 3M | +4.0% | +31.1% | -27.1% | +1.1% |
| 6M | +13.2% | +43.1% | -30.0% | +8.7% |
| YTD | +41.9% | +4.8% | +37.1% | +42.3% |
| 1Y | +41.6% | -3.7% | +45.3% | +44.3% |
| All | +62.8% | +47.4% | +15.4% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling