+192.9%
XOM vs PBR
+697.0%
-504.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +4.1% | +5.4% | -1.3% | +2.3% |
| 30D | +4.6% | +22.9% | -18.3% | -2.5% |
| 3M | +14.0% | +19.6% | -5.7% | +7.1% |
| 6M | +11.0% | +16.5% | -5.5% | +5.0% |
| YTD | +40.7% | +86.7% | -46.0% | +13.6% |
| 1Y | +52.3% | +74.7% | -22.4% | +25.5% |
| 3Y | +60.5% | +102.6% | -42.1% | +23.5% |
| 5Y | +266.4% | +566.6% | -300.2% | +81.3% |
| All | +192.9% | +697.0% | -504.0% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling