+75.8%
XOP vs PCOR
-19.6%
+95.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -14.7% | +22.7% | -37.4% | -18.0% |
| 30D | -7.7% | +37.5% | -45.2% | -13.1% |
| 3M | +4.4% | +35.2% | -30.8% | -1.8% |
| 6M | +3.5% | +42.2% | -38.7% | -4.3% |
| YTD | +39.4% | +3.6% | +35.9% | +36.0% |
| 1Y | +39.8% | -4.8% | +44.5% | +38.9% |
| 3Y | +29.7% | +48.3% | -18.7% | +15.0% |
| All | +75.8% | -19.6% | +95.4% | +67.4% |
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