+53.4%
XOM vs PM
+124.9%
-71.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | +5.7% | -2.6% | +8.2% | +5.9% |
| 3M | +6.6% | +5.8% | +0.8% | +5.5% |
| 6M | +7.7% | +10.6% | -2.9% | +6.0% |
| YTD | +36.2% | +17.2% | +19.0% | +33.0% |
| 1Y | +50.5% | +17.6% | +32.9% | +46.8% |
| 3Y | +53.4% | +124.3% | -70.9% | +33.6% |
| All | +53.4% | +124.9% | -71.5% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling