+241.0%
XOM vs PCOR
-10.3%
+251.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -11.4% | +22.7% | -34.1% | -12.1% |
| 30D | +1.1% | +37.5% | -36.4% | -0.2% |
| 3M | +7.8% | +35.2% | -27.4% | +6.4% |
| 6M | +13.0% | +42.2% | -29.2% | +11.1% |
| YTD | +40.6% | +3.6% | +37.0% | +40.4% |
| 1Y | +49.1% | -4.8% | +53.8% | +49.7% |
| 3Y | +72.9% | +48.3% | +24.6% | +67.5% |
| 5Y | +204.0% | -20.1% | +224.0% | +192.9% |
| All | +241.0% | -10.3% | +251.3% | +230.8% |
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