+54.6%
XLE vs PCOR
-14.4%
+69.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.5% |
| 7D | +2.2% | -9.0% | +11.2% | +3.1% |
| 30D | +11.8% | +4.2% | +7.6% | +11.2% |
| 3M | +9.8% | +14.4% | -4.6% | +8.2% |
| 6M | +15.6% | +0.2% | +15.4% | +15.0% |
| YTD | +45.3% | -20.3% | +65.5% | +48.7% |
| 1Y | +48.3% | -16.1% | +64.4% | +50.2% |
| All | +54.6% | -14.4% | +69.0% | +52.8% |
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