+91.3%
PEP vs XOP
+52.4%
+38.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | -0.3% | +5.2% | -5.5% | -0.7% |
| 30D | +11.8% | -8.4% | +20.1% | +12.5% |
| 3M | +3.7% | +2.9% | +0.7% | +3.3% |
| 6M | -4.3% | +8.8% | -13.2% | -5.2% |
| YTD | +2.1% | +46.9% | -44.8% | -1.6% |
| 1Y | +2.5% | +41.5% | -39.0% | -1.0% |
| 3Y | -5.0% | +43.1% | -48.1% | -9.1% |
| 5Y | +2.9% | +92.2% | -89.3% | -5.6% |
| All | +91.3% | +52.4% | +38.8% | +53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling