+1.6%
PG vs XOP
+36.3%
-34.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | +2.6% | -3.4% | -0.7% |
| 30D | +0.8% | +9.6% | -8.8% | +1.3% |
| 3M | -1.3% | +20.4% | -21.7% | -0.4% |
| 6M | -3.8% | +19.9% | -23.7% | -3.1% |
| YTD | +3.6% | +56.4% | -52.8% | +4.1% |
| 1Y | -5.7% | +52.4% | -58.2% | -5.3% |
| 3Y | +1.6% | +39.9% | -38.3% | -0.4% |
| All | +1.6% | +36.3% | -34.7% | -0.4% |
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