+60.5%
XOM vs PBR
+99.7%
-39.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +4.1% | +5.4% | -1.3% | +1.9% |
| 30D | +4.6% | +22.9% | -18.3% | -3.7% |
| 3M | +14.0% | +19.6% | -5.7% | +5.9% |
| 6M | +11.0% | +16.5% | -5.5% | +4.1% |
| YTD | +40.7% | +86.7% | -46.0% | +10.4% |
| 1Y | +52.3% | +74.7% | -22.4% | +22.1% |
| 3Y | +60.5% | +102.6% | -42.1% | +14.8% |
| All | +60.5% | +99.7% | -39.3% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling