+758.6%
PCAR vs XOP
+67.4%
+691.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +0.1% | -14.7% | +14.8% | +6.4% |
| 30D | -4.6% | -7.7% | +3.1% | -1.9% |
| 3M | -22.6% | +4.4% | -27.0% | -24.6% |
| 6M | -12.0% | +3.5% | -15.5% | -14.6% |
| YTD | -6.1% | +39.4% | -45.5% | -20.5% |
| 1Y | +6.3% | +39.8% | -33.5% | -10.3% |
| 3Y | +31.8% | +29.7% | +2.1% | +12.6% |
| 5Y | +104.2% | +78.6% | +25.6% | +43.2% |
| 10Y | +302.9% | +51.8% | +251.1% | +151.1% |
| All | +758.6% | +67.4% | +691.2% | +282.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling