+35.6%
PFE vs XOP
+45.9%
-10.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.4% | +9.0% | +2.3% |
| 7D | +4.6% | -10.5% | +15.1% | +4.0% |
| 30D | +12.3% | -4.3% | +16.7% | +12.0% |
| 3M | +21.2% | +4.7% | +16.5% | +21.1% |
| 6M | +21.1% | -0.1% | +21.2% | +20.8% |
| YTD | +30.0% | +43.8% | -13.8% | +21.8% |
| 1Y | +35.6% | +45.3% | -9.7% | +26.8% |
| All | +35.6% | +45.9% | -10.3% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling