+251.5%
XOM vs PL
+84.9%
+166.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.7% |
| 7D | +1.8% | -9.3% | +11.1% | +2.0% |
| 30D | +5.9% | -18.9% | +24.8% | +6.4% |
| 3M | +5.6% | -58.4% | +63.9% | +7.7% |
| 6M | +7.9% | -30.3% | +38.2% | +7.7% |
| YTD | +35.2% | -8.1% | +43.3% | +33.3% |
| 1Y | +46.0% | +180.5% | -134.5% | +36.8% |
| 3Y | +55.0% | +444.1% | -389.1% | +36.6% |
| 5Y | +246.3% | +83.0% | +163.3% | +206.5% |
| All | +251.5% | +84.9% | +166.6% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling