+4,565.7%
XOM vs PEP
+3,358.4%
+1,207.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | -0.3% |
| 7D | +2.8% | +2.9% | -0.1% | +1.9% |
| 30D | -3.6% | +12.5% | -16.1% | -7.5% |
| 3M | +8.2% | +4.5% | +3.7% | +6.4% |
| 6M | +14.0% | -0.5% | +14.5% | +13.6% |
| YTD | +44.6% | +4.4% | +40.2% | +41.5% |
| 1Y | +47.8% | +4.4% | +43.4% | +44.5% |
| 3Y | +79.6% | -3.4% | +83.0% | +77.9% |
| 5Y | +214.3% | +5.2% | +209.1% | +199.8% |
| 10Y | +204.0% | +92.1% | +111.9% | +136.7% |
| All | +4,565.7% | +3,358.4% | +1,207.3% | +1,737.5% |
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