+46.2%
PFE vs XOP
+44.9%
+1.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | -0.7% | -8.4% | +7.6% | +0.3% |
| 30D | +5.3% | -8.4% | +13.7% | +6.3% |
| 3M | +10.1% | +0.2% | +10.0% | +9.9% |
| 6M | +18.0% | +7.2% | +10.8% | +16.5% |
| YTD | +25.8% | +40.8% | -15.0% | +19.5% |
| 1Y | +28.4% | +36.3% | -7.8% | +22.5% |
| 3Y | +20.9% | +37.2% | -16.3% | +14.2% |
| 5Y | -21.5% | +86.6% | -108.1% | -29.9% |
| 10Y | +46.2% | +44.0% | +2.2% | +21.2% |
| All | +46.2% | +44.9% | +1.3% | +21.2% |
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