+117.4%
PM vs XOP
+156.6%
-39.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.9% |
| 7D | -4.9% | +2.6% | -7.4% | -5.1% |
| 30D | -3.4% | +15.4% | -18.8% | -4.4% |
| 3M | +5.2% | +12.1% | -6.9% | +4.2% |
| 6M | +3.7% | +19.7% | -16.0% | +2.1% |
| YTD | +15.8% | +52.4% | -36.6% | +11.6% |
| 1Y | +17.4% | +47.6% | -30.2% | +13.3% |
| 3Y | +116.9% | +34.4% | +82.6% | +109.6% |
| All | +117.4% | +156.6% | -39.2% | +88.6% |
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