+421.4%
PLD vs XOP
+76.4%
+345.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.8% |
| 7D | 0.0% | +5.2% | -5.2% | -2.1% |
| 30D | -3.7% | -8.4% | +4.6% | -0.6% |
| 3M | -7.9% | +2.9% | -10.9% | -9.6% |
| 6M | -9.2% | +8.8% | -18.1% | -13.6% |
| YTD | +3.1% | +46.9% | -43.9% | -14.8% |
| 1Y | +6.2% | +41.5% | -35.3% | -10.9% |
| 3Y | +35.4% | +43.1% | -7.7% | +10.7% |
| 5Y | +0.1% | +92.2% | -92.1% | -32.5% |
| 10Y | +268.0% | +52.3% | +215.6% | +115.8% |
| All | +421.4% | +76.4% | +345.1% | +103.2% |
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