+267.4%
XOM vs PL
+46.3%
+221.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | -1.5% | +13.4% | -14.9% | -1.8% |
| 30D | -3.2% | -10.2% | +7.0% | -3.0% |
| 3M | +5.0% | -39.5% | +44.5% | +6.1% |
| 6M | +12.9% | -65.7% | +78.6% | +15.4% |
| YTD | +41.3% | -27.3% | +68.6% | +39.9% |
| 1Y | +43.2% | +15.0% | +28.2% | +39.1% |
| 3Y | +77.3% | +560.8% | -483.5% | +53.5% |
| 5Y | +204.8% | +38.4% | +166.4% | +172.9% |
| All | +267.4% | +46.3% | +221.1% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling