+13.0%
XOM vs PG
-6.7%
+19.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.7% |
| 7D | +1.9% | -2.7% | +4.6% | +1.1% |
| 30D | +4.1% | -1.5% | +5.6% | +3.6% |
| 3M | +10.4% | -3.4% | +13.8% | +9.3% |
| 6M | +13.0% | -7.0% | +20.0% | +10.3% |
| All | +13.0% | -6.7% | +19.7% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling