+219.9%
PFE vs XOP
+82.9%
+136.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +1.8% | +2.6% | -0.8% | +1.3% |
| 30D | +10.2% | +15.4% | -5.2% | +7.2% |
| 3M | +12.7% | +12.1% | +0.6% | +10.0% |
| 6M | +10.5% | +19.7% | -9.1% | +6.0% |
| YTD | +20.2% | +52.4% | -32.2% | +9.7% |
| 1Y | +24.1% | +47.6% | -23.5% | +13.8% |
| 3Y | -3.6% | +34.4% | -37.9% | -11.1% |
| 5Y | -20.9% | +154.4% | -175.3% | -38.3% |
| 10Y | +35.8% | +54.7% | -18.8% | +6.7% |
| All | +219.9% | +82.9% | +136.9% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling