+211.6%
XOM vs PCOR
-11.9%
+223.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +2.8% | +3.0% | -0.2% | +2.7% |
| 30D | -3.6% | +38.7% | -42.3% | -4.8% |
| 3M | +8.2% | +24.9% | -16.6% | +7.3% |
| 6M | +14.0% | +68.8% | -54.7% | +11.3% |
| YTD | +44.6% | +6.7% | +37.9% | +44.4% |
| 1Y | +47.8% | +3.0% | +44.8% | +47.9% |
| 3Y | +79.6% | +48.6% | +31.0% | +74.0% |
| All | +211.6% | -11.9% | +223.5% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling