+76.6%
PEP vs XOP
+52.0%
+24.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +0.7% | +16.5% | -15.9% | -0.6% |
| 3M | -0.5% | +15.7% | -16.3% | -1.8% |
| 6M | -11.3% | +19.2% | -30.5% | -12.8% |
| YTD | -0.6% | +55.0% | -55.5% | -4.6% |
| 1Y | +1.7% | +54.2% | -52.5% | -2.5% |
| 3Y | -12.5% | +35.9% | -48.3% | -15.7% |
| 5Y | +3.9% | +162.4% | -158.5% | -7.6% |
| 10Y | +76.6% | +50.2% | +26.4% | +41.1% |
| All | +76.6% | +52.0% | +24.5% | +41.1% |
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