+4.7%
PEP vs XOP
+156.6%
-151.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | -1.4% | +2.6% | -4.0% | -1.5% |
| 30D | +0.2% | +15.4% | -15.2% | -0.4% |
| 3M | -1.1% | +12.1% | -13.2% | -1.6% |
| 6M | -13.5% | +19.7% | -33.2% | -14.3% |
| YTD | -1.2% | +52.4% | -53.6% | -3.3% |
| 1Y | -1.6% | +47.6% | -49.1% | -3.6% |
| 3Y | -12.5% | +34.4% | -46.9% | -14.6% |
| All | +4.7% | +156.6% | -151.9% | +0.7% |
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