+122.5%
PM vs XOP
+35.1%
+87.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.9% |
| 7D | -4.9% | +2.6% | -7.4% | -4.9% |
| 30D | -3.4% | +15.4% | -18.8% | -3.5% |
| 3M | +5.2% | +12.1% | -6.9% | +5.0% |
| 6M | +3.7% | +19.7% | -16.0% | +3.5% |
| YTD | +15.8% | +52.4% | -36.6% | +14.9% |
| 1Y | +17.4% | +47.6% | -30.2% | +16.5% |
| All | +122.5% | +35.1% | +87.4% | +117.1% |
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