+21.0%
PFE vs XOP
+43.8%
-22.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -1.7% | +6.3% | -8.0% | -2.3% |
| 30D | +0.3% | -6.6% | +6.9% | +0.9% |
| 3M | +9.4% | +3.6% | +5.8% | +8.7% |
| 6M | +14.9% | +10.8% | +4.1% | +13.0% |
| YTD | +23.8% | +48.3% | -24.5% | +14.9% |
| 1Y | +19.5% | +42.9% | -23.4% | +11.7% |
| 3Y | +21.0% | +43.3% | -22.3% | +12.6% |
| All | +21.0% | +43.8% | -22.8% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling