-22.2%
PFE vs XOP
+156.8%
-179.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.4% |
| 7D | -2.7% | +0.6% | -3.3% | -2.7% |
| 30D | +3.8% | +16.5% | -12.7% | +2.6% |
| 3M | +10.4% | +15.7% | -5.4% | +9.0% |
| 6M | +6.3% | +19.2% | -12.9% | +4.4% |
| YTD | +17.4% | +55.0% | -37.6% | +12.5% |
| 1Y | +21.1% | +54.2% | -33.0% | +16.1% |
| 3Y | -1.6% | +35.9% | -37.5% | -5.8% |
| 5Y | -22.2% | +162.4% | -184.6% | -19.6% |
| All | -22.2% | +156.8% | -179.0% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling