+198.3%
XLE vs PCOR
-30.9%
+229.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 6M | +15.6% | +0.2% | +15.4% | +14.8% |
| YTD | +45.3% | -20.3% | +65.5% | +47.5% |
| 1Y | +48.3% | -16.1% | +64.4% | +49.4% |
| 3Y | +55.4% | -14.7% | +70.2% | +53.8% |
| 5Y | +216.1% | -43.2% | +259.3% | +209.5% |
| All | +198.3% | -30.9% | +229.2% | +192.7% |
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