+13.4%
PG vs XOP
+158.8%
-145.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | +2.6% | -3.4% | -0.8% |
| 30D | +0.8% | +9.6% | -8.8% | +0.9% |
| 3M | -1.3% | +20.4% | -21.7% | -1.3% |
| 6M | -3.8% | +19.9% | -23.7% | -3.9% |
| YTD | +3.6% | +56.4% | -52.8% | +2.8% |
| 1Y | -5.7% | +52.4% | -58.2% | -6.4% |
| 3Y | +1.6% | +39.9% | -38.3% | +0.5% |
| All | +13.4% | +158.8% | -145.4% | +13.4% |
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 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