+115.2%
PCAR vs XOP
+94.3%
+20.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +4.9% | +6.3% | -1.4% | +3.4% |
| 30D | -1.4% | -6.6% | +5.2% | 0.0% |
| 3M | -18.1% | +3.6% | -21.7% | -19.2% |
| 6M | -4.0% | +10.8% | -14.8% | -7.4% |
| YTD | -1.5% | +48.3% | -49.7% | -13.9% |
| 1Y | +13.2% | +42.9% | -29.7% | -0.1% |
| 3Y | +35.8% | +43.3% | -7.5% | +18.2% |
| All | +115.2% | +94.3% | +20.9% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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