+17.8%
PFE vs XOP
+35.7%
-17.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -4.7% | -10.0% | +5.3% | -3.8% |
| 30D | +3.4% | -9.1% | +12.4% | +4.2% |
| 3M | +9.2% | +5.1% | +4.2% | +8.2% |
| 6M | +15.8% | +6.4% | +9.4% | +14.2% |
| YTD | +23.4% | +39.7% | -16.3% | +15.3% |
| 1Y | +25.8% | +37.2% | -11.4% | +17.9% |
| 3Y | +17.8% | +37.6% | -19.8% | +9.7% |
| All | +17.8% | +35.7% | -17.9% | +9.7% |
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