+230.3%
XOM vs PCOR
-33.1%
+263.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.9% |
| 7D | -2.4% | -6.9% | +4.6% | -2.1% |
| 30D | +5.7% | -1.5% | +7.2% | +5.7% |
| 3M | +6.6% | +18.5% | -11.9% | +5.5% |
| 6M | +7.7% | -4.7% | +12.3% | +7.6% |
| YTD | +36.2% | -22.8% | +58.9% | +37.7% |
| 1Y | +50.5% | -20.7% | +71.2% | +51.7% |
| 3Y | +53.4% | -14.6% | +67.9% | +52.1% |
| 5Y | +254.2% | -40.7% | +294.9% | +244.0% |
| All | +230.3% | -33.1% | +263.4% | +224.3% |
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