+155.1%
XOP vs PCOR
-43.0%
+198.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.4% | -0.1% |
| 7D | +2.6% | -9.0% | +11.5% | +4.3% |
| 30D | +15.4% | +4.2% | +11.3% | +14.4% |
| 3M | +12.1% | +14.4% | -2.4% | +8.7% |
| 6M | +19.7% | +0.2% | +19.5% | +18.0% |
| YTD | +52.4% | -20.3% | +72.6% | +56.6% |
| 1Y | +47.6% | -16.1% | +63.7% | +49.4% |
| 3Y | +34.4% | -14.7% | +49.1% | +32.0% |
| All | +155.1% | -43.0% | +198.1% | +152.0% |
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