+821.1%
PM vs XOP
+8.3%
+812.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -7.3% | -10.0% | +2.7% | -5.5% |
| 30D | -4.0% | -9.1% | +5.1% | -2.4% |
| 3M | +2.7% | +5.1% | -2.3% | +1.5% |
| 6M | +14.9% | +6.4% | +8.5% | +13.0% |
| YTD | +23.5% | +39.7% | -16.2% | +14.9% |
| 1Y | +30.4% | +37.2% | -6.9% | +21.6% |
| 3Y | +143.2% | +37.6% | +105.6% | +122.6% |
| 5Y | +159.5% | +76.5% | +83.0% | +119.1% |
| 10Y | +234.7% | +42.6% | +192.0% | +163.1% |
| All | +821.1% | +8.3% | +812.7% | +482.2% |
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