+4,391.7%
XOM vs PHM
+10,944.2%
-6,552.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.4% |
| 7D | 0.0% | -3.9% | +3.9% | +0.7% |
| 30D | +3.4% | -8.6% | +12.0% | +4.8% |
| 3M | +11.0% | -2.9% | +13.9% | +11.0% |
| 6M | +10.6% | -5.7% | +16.3% | +10.7% |
| YTD | +39.2% | +1.9% | +37.4% | +37.4% |
| 1Y | +52.7% | -12.3% | +65.0% | +54.1% |
| 3Y | +56.8% | +50.8% | +6.0% | +42.3% |
| 5Y | +261.8% | +157.3% | +104.5% | +194.4% |
| 10Y | +191.3% | +566.5% | -375.2% | +97.2% |
| All | +4,391.7% | +10,944.2% | -6,552.4% | +1,748.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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