+35.1%
XOP vs PCOR
-14.4%
+49.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.4% | -0.1% |
| 7D | +2.6% | -9.0% | +11.5% | +4.1% |
| 30D | +15.4% | +4.2% | +11.3% | +14.4% |
| 3M | +12.1% | +14.4% | -2.4% | +9.1% |
| 6M | +19.7% | +0.2% | +19.5% | +18.5% |
| YTD | +52.4% | -20.3% | +72.6% | +57.9% |
| 1Y | +47.6% | -16.1% | +63.7% | +50.4% |
| All | +35.1% | -14.4% | +49.5% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling