+46.0%
XOM vs PBR
+70.4%
-24.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.8% |
| 7D | +1.8% | +8.6% | -6.8% | -2.0% |
| 30D | +5.9% | +12.8% | -6.9% | +0.1% |
| 3M | +5.6% | +14.7% | -9.1% | -1.1% |
| 6M | +7.9% | +25.2% | -17.3% | -2.4% |
| YTD | +35.2% | +77.1% | -42.0% | +4.5% |
| 1Y | +46.0% | +69.6% | -23.6% | +14.2% |
| All | +46.0% | +70.4% | -24.4% | +14.2% |
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