+257.2%
XOM vs PG
+14.0%
+243.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | +4.1% | -0.8% | +4.9% | +4.2% |
| 30D | +4.6% | +0.8% | +3.8% | +4.5% |
| 3M | +14.0% | -1.3% | +15.3% | +14.0% |
| 6M | +11.0% | -3.8% | +14.8% | +11.5% |
| YTD | +40.7% | +3.6% | +37.1% | +39.8% |
| 1Y | +52.3% | -5.7% | +58.0% | +53.1% |
| 3Y | +60.5% | +1.6% | +58.9% | +59.5% |
| All | +257.2% | +14.0% | +243.2% | +240.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling