+35.2%
PFE vs XOP
+52.9%
-17.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -4.3% | +1.0% | -5.2% | -4.4% |
| 30D | +2.7% | +10.8% | -8.1% | +1.4% |
| 3M | +10.0% | +19.5% | -9.5% | +7.4% |
| 6M | +7.2% | +21.6% | -14.4% | +4.1% |
| YTD | +17.3% | +55.8% | -38.5% | +10.1% |
| 1Y | +20.3% | +54.6% | -34.3% | +12.9% |
| 3Y | -1.6% | +36.6% | -38.3% | -7.1% |
| 5Y | -21.4% | +160.6% | -182.0% | -33.3% |
| 10Y | +35.2% | +56.2% | -21.0% | +10.5% |
| All | +35.2% | +52.9% | -17.6% | +10.5% |
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