+60.5%
XOM vs PH
+137.8%
-77.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +4.1% | -1.3% | +5.4% | +4.3% |
| 30D | +4.6% | -11.0% | +15.6% | +6.1% |
| 3M | +14.0% | +5.5% | +8.4% | +12.8% |
| 6M | +11.0% | +1.5% | +9.5% | +10.2% |
| YTD | +40.7% | +8.8% | +31.9% | +37.2% |
| 1Y | +52.3% | +24.5% | +27.8% | +43.4% |
| 3Y | +60.5% | +141.2% | -80.7% | +28.7% |
| All | +60.5% | +137.8% | -77.3% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling