+4,543.5%
XOM vs PEP
+3,282.8%
+1,260.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | -2.5% | +11.8% | -14.2% | -6.2% |
| 3M | +7.0% | +3.7% | +3.3% | +5.4% |
| 6M | +14.2% | -4.3% | +18.5% | +15.3% |
| YTD | +43.9% | +2.1% | +41.8% | +41.8% |
| 1Y | +47.9% | +2.5% | +45.4% | +45.5% |
| 3Y | +80.6% | -5.0% | +85.6% | +79.9% |
| 5Y | +212.8% | +2.9% | +209.9% | +200.6% |
| 10Y | +202.6% | +87.9% | +114.7% | +137.3% |
| All | +4,543.5% | +3,282.8% | +1,260.8% | +1,742.2% |
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