+4,261.5%
XOM vs PEP
+3,172.7%
+1,088.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +1.8% | -1.4% | +3.2% | +2.2% |
| 30D | +5.9% | +0.2% | +5.6% | +5.7% |
| 3M | +5.6% | -1.1% | +6.7% | +5.7% |
| 6M | +7.9% | -13.5% | +21.3% | +12.6% |
| YTD | +35.2% | -1.2% | +36.4% | +35.0% |
| 1Y | +46.0% | -1.6% | +47.5% | +45.5% |
| 3Y | +55.0% | -12.5% | +67.5% | +59.1% |
| 5Y | +246.3% | +3.0% | +243.3% | +233.0% |
| 10Y | +181.0% | +73.9% | +107.1% | +126.3% |
| All | +4,261.5% | +3,172.7% | +1,088.9% | +1,653.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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