+37.0%
XOP vs PCOR
-1.9%
+38.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +1.0% | +2.7% |
| 7D | +0.5% | +2.5% | -2.1% | +0.6% |
| 30D | -7.3% | +37.9% | -45.2% | -6.4% |
| 3M | +1.4% | +32.0% | -30.6% | +2.4% |
| 6M | +7.8% | +54.7% | -47.0% | +8.8% |
| YTD | +44.5% | +6.6% | +38.0% | +45.8% |
| 1Y | +37.0% | -1.7% | +38.7% | +42.8% |
| All | +37.0% | -1.9% | +38.9% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling