+763.1%
PM vs XOP
+18.2%
+745.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.8% |
| 7D | -4.9% | +2.6% | -7.4% | -5.3% |
| 30D | -3.4% | +15.4% | -18.8% | -6.0% |
| 3M | +5.2% | +12.1% | -6.9% | +2.7% |
| 6M | +3.7% | +19.7% | -16.0% | -0.3% |
| YTD | +15.8% | +52.4% | -36.6% | +6.1% |
| 1Y | +17.4% | +47.6% | -30.2% | +8.0% |
| 3Y | +116.9% | +34.4% | +82.6% | +99.8% |
| 5Y | +117.3% | +154.4% | -37.1% | +70.2% |
| 10Y | +193.8% | +54.7% | +139.1% | +127.4% |
| All | +763.1% | +18.2% | +745.0% | +437.8% |
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