+52.6%
XOM vs PBR
+74.7%
-22.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.0% | +2.4% | -2.1% |
| 7D | -7.0% | -11.0% | +4.0% | -3.1% |
| 30D | +3.2% | -18.8% | +22.0% | +9.9% |
| 3M | +10.7% | +7.8% | +2.8% | +4.0% |
| 6M | +11.6% | -7.6% | +19.2% | +11.5% |
| YTD | +43.5% | +72.7% | -29.2% | +11.3% |
| 1Y | +52.6% | +72.9% | -20.4% | +17.3% |
| All | +52.6% | +74.7% | -22.1% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling