+335.2%
PEP vs XOP
+73.5%
+261.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.1% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +13.6% | -7.3% | +20.9% | +14.6% |
| 3M | +5.1% | +1.4% | +3.7% | +4.7% |
| 6M | -1.6% | +7.8% | -9.4% | -2.9% |
| YTD | +3.3% | +44.5% | -41.2% | -2.1% |
| 1Y | +3.2% | +37.0% | -33.8% | -1.6% |
| 3Y | -3.9% | +40.8% | -44.7% | -9.8% |
| 5Y | +4.0% | +88.7% | -84.6% | -8.2% |
| 10Y | +90.1% | +49.9% | +40.3% | +58.7% |
| All | +335.2% | +73.5% | +261.7% | +202.1% |
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 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