+352.6%
PG vs XOP
+87.1%
+265.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -3.4% | +1.0% | -4.3% | -3.5% |
| 30D | -2.6% | +10.8% | -13.4% | -3.8% |
| 3M | -3.3% | +19.5% | -22.8% | -5.6% |
| 6M | -6.7% | +21.6% | -28.3% | -9.4% |
| YTD | +1.7% | +55.8% | -54.1% | -4.5% |
| 1Y | -7.9% | +54.6% | -62.6% | -13.6% |
| 3Y | +0.9% | +36.6% | -35.7% | -4.8% |
| 5Y | +12.6% | +160.6% | -148.0% | -5.5% |
| 10Y | +117.2% | +56.2% | +60.9% | +81.1% |
| All | +352.6% | +87.1% | +265.6% | +207.7% |
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