+227.8%
XOM vs PCOR
-30.9%
+258.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.5% |
| 7D | +1.8% | -9.0% | +10.7% | +2.2% |
| 30D | +5.9% | +4.2% | +1.7% | +5.6% |
| 3M | +5.6% | +14.4% | -8.9% | +4.8% |
| 6M | +7.9% | +0.2% | +7.7% | +7.5% |
| YTD | +35.2% | -20.3% | +55.4% | +36.5% |
| 1Y | +46.0% | -16.1% | +62.1% | +46.7% |
| 3Y | +55.0% | -14.7% | +69.7% | +53.9% |
| 5Y | +246.3% | -43.2% | +289.5% | +237.5% |
| All | +227.8% | -30.9% | +258.8% | +221.5% |
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