+197.5%
XLE vs PCOR
-10.0%
+207.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +19.7% | -24.4% | -6.3% |
| 7D | -7.2% | +21.8% | -29.0% | -8.9% |
| 30D | +0.1% | +39.5% | -39.4% | -2.9% |
| 3M | +9.2% | +35.2% | -26.1% | +6.0% |
| 6M | +8.4% | +21.7% | -13.4% | +5.9% |
| YTD | +44.9% | +3.9% | +41.0% | +43.4% |
| 1Y | +49.9% | +6.9% | +42.9% | +47.7% |
| 3Y | +61.1% | +44.8% | +16.3% | +52.5% |
| 5Y | +163.4% | -21.9% | +185.3% | +151.5% |
| All | +197.5% | -10.0% | +207.5% | +184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling