+192.9%
XOM vs PM
+219.2%
-26.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +4.1% | +4.7% | -0.6% | +2.3% |
| 30D | +4.6% | +2.6% | +2.0% | +3.5% |
| 3M | +14.0% | +6.6% | +7.4% | +10.7% |
| 6M | +11.0% | +16.5% | -5.5% | +3.8% |
| YTD | +40.7% | +21.2% | +19.5% | +29.1% |
| 1Y | +52.3% | +17.9% | +34.4% | +40.9% |
| 3Y | +60.5% | +129.8% | -69.4% | +7.5% |
| 5Y | +266.4% | +133.0% | +133.4% | +140.0% |
| All | +192.9% | +219.2% | -26.3% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling