+129.8%
XOP vs PCOR
-10.0%
+139.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -12.7% | +23.7% | -36.4% | -16.1% |
| 30D | -7.6% | +39.0% | -46.6% | -13.1% |
| 3M | +5.8% | +35.8% | -29.9% | -0.5% |
| 6M | -2.7% | +38.2% | -41.0% | -9.4% |
| YTD | +39.7% | +3.9% | +35.7% | +36.1% |
| 1Y | +42.4% | +5.7% | +36.7% | +38.1% |
| 3Y | +26.4% | +44.8% | -18.3% | +13.2% |
| 5Y | +78.9% | -19.8% | +98.7% | +66.1% |
| All | +129.8% | -10.0% | +139.8% | +112.4% |
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 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