+238.6%
XOM vs PCOR
-9.0%
+247.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | -8.3% | +22.2% | -30.5% | -9.0% |
| 30D | -2.5% | +36.0% | -38.5% | -3.7% |
| 3M | +8.3% | +34.0% | -25.7% | +7.0% |
| 6M | +15.5% | +43.5% | -28.0% | +13.5% |
| YTD | +39.6% | +5.1% | +34.5% | +39.4% |
| 1Y | +44.6% | -3.9% | +48.5% | +45.2% |
| 3Y | +76.6% | +52.9% | +23.6% | +70.9% |
| 5Y | +195.8% | -18.7% | +214.5% | +184.8% |
| All | +238.6% | -9.0% | +247.6% | +228.3% |
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