+228.6%
PFE vs XOP
+67.7%
+160.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -4.7% | -10.0% | +5.3% | -2.8% |
| 30D | +3.4% | -9.1% | +12.4% | +5.1% |
| 3M | +9.2% | +5.1% | +4.2% | +7.8% |
| 6M | +15.8% | +6.4% | +9.4% | +13.7% |
| YTD | +23.4% | +39.7% | -16.3% | +14.3% |
| 1Y | +25.8% | +37.2% | -11.4% | +16.8% |
| 3Y | +17.8% | +37.6% | -19.8% | +7.9% |
| 5Y | -20.2% | +76.5% | -96.7% | -32.8% |
| 10Y | +49.6% | +42.6% | +6.9% | +19.2% |
| All | +228.6% | +67.7% | +160.9% | +110.1% |
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