+52.6%
XOM vs PG
+15.9%
+36.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.2% | -7.9% | -4.4% |
| 7D | -7.0% | +5.7% | -12.7% | -6.7% |
| 30D | +3.2% | +15.4% | -12.2% | +3.9% |
| 3M | +10.7% | +13.8% | -3.1% | +11.2% |
| 6M | +11.6% | +18.3% | -6.7% | +12.9% |
| YTD | +43.5% | +20.1% | +23.3% | +41.7% |
| 1Y | +52.6% | +17.0% | +35.6% | +52.5% |
| All | +52.6% | +15.9% | +36.7% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling