+261.8%
XOM vs PM
+127.1%
+134.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | 0.0% | -1.2% | +1.2% | +0.3% |
| 30D | +3.4% | -0.2% | +3.6% | +3.4% |
| 3M | +11.0% | +4.9% | +6.1% | +9.6% |
| 6M | +10.6% | +9.0% | +1.6% | +8.2% |
| YTD | +39.2% | +17.8% | +21.4% | +33.7% |
| 1Y | +52.7% | +16.8% | +35.9% | +46.8% |
| 3Y | +56.8% | +125.4% | -68.7% | +23.2% |
| 5Y | +261.8% | +128.7% | +133.1% | +187.6% |
| All | +261.8% | +127.1% | +134.6% | +187.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling