+52.3%
XOM vs PM
+19.3%
+33.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +4.1% | +4.7% | -0.6% | +3.3% |
| 30D | +4.6% | +2.6% | +2.0% | +4.0% |
| 3M | +14.0% | +6.6% | +7.4% | +12.1% |
| 6M | +11.0% | +16.5% | -5.5% | +7.5% |
| YTD | +40.7% | +21.2% | +19.5% | +33.8% |
| 1Y | +52.3% | +17.9% | +34.4% | +46.1% |
| All | +52.3% | +19.3% | +33.0% | +46.1% |
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