+4,419.1%
XOM vs PG
+3,937.4%
+481.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.9% | -2.7% | +4.6% | +2.8% |
| 30D | +4.1% | -1.5% | +5.6% | +4.6% |
| 3M | +10.4% | -3.4% | +13.8% | +11.5% |
| 6M | +13.0% | -7.0% | +20.0% | +15.0% |
| YTD | +40.1% | +2.0% | +38.1% | +38.0% |
| 1Y | +51.1% | -6.5% | +57.6% | +53.1% |
| 3Y | +57.7% | +1.2% | +56.6% | +54.0% |
| 5Y | +264.7% | +12.8% | +251.9% | +238.2% |
| 10Y | +193.1% | +117.7% | +75.4% | +113.6% |
| All | +4,419.1% | +3,937.4% | +481.7% | +1,354.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling