+159.5%
PM vs XOP
+76.5%
+83.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -7.3% | -10.0% | +2.7% | -6.6% |
| 30D | -4.0% | -9.1% | +5.1% | -3.4% |
| 3M | +2.7% | +5.1% | -2.3% | +2.3% |
| 6M | +14.9% | +6.4% | +8.5% | +14.1% |
| YTD | +23.5% | +39.7% | -16.2% | +19.9% |
| 1Y | +30.4% | +37.2% | -6.9% | +26.6% |
| 3Y | +143.2% | +37.6% | +105.6% | +133.5% |
| 5Y | +159.5% | +76.5% | +83.0% | +145.5% |
| All | +159.5% | +76.5% | +83.0% | +145.5% |
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