+211.8%
PM vs XOP
+52.9%
+158.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | -1.2% | +1.0% | -2.1% | -1.3% |
| 30D | -0.2% | +10.8% | -11.0% | -1.7% |
| 3M | +4.9% | +19.5% | -14.5% | +2.1% |
| 6M | +9.0% | +21.6% | -12.5% | +5.6% |
| YTD | +17.8% | +55.8% | -38.1% | +9.8% |
| 1Y | +16.8% | +54.6% | -37.8% | +8.8% |
| 3Y | +125.4% | +36.6% | +88.8% | +111.2% |
| 5Y | +128.7% | +160.6% | -32.0% | +87.0% |
| 10Y | +211.8% | +56.2% | +155.6% | +125.7% |
| All | +211.8% | +52.9% | +158.9% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling