+75.5%
XOM vs PM
+147.1%
-71.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | -1.5% | -7.1% | +5.6% | -0.5% |
| 30D | -3.2% | -2.8% | -0.4% | -2.8% |
| 3M | +5.0% | +6.3% | -1.3% | +4.1% |
| 6M | +12.9% | +9.6% | +3.2% | +11.3% |
| YTD | +41.3% | +25.6% | +15.7% | +36.9% |
| 1Y | +43.2% | +29.7% | +13.6% | +38.3% |
| All | +75.5% | +147.1% | -71.6% | +49.5% |
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