+46.0%
XOM vs PM
+16.6%
+29.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.4% |
| 7D | +1.8% | -4.9% | +6.6% | +2.6% |
| 30D | +5.9% | -3.4% | +9.2% | +6.4% |
| 3M | +5.6% | +5.2% | +0.4% | +3.9% |
| 6M | +7.9% | +3.7% | +4.1% | +6.8% |
| YTD | +35.2% | +15.8% | +19.4% | +29.6% |
| 1Y | +46.0% | +17.4% | +28.6% | +40.0% |
| All | +46.0% | +16.6% | +29.4% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling