+204.8%
XOM vs PM
+161.1%
+43.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | -1.5% | -7.1% | +5.6% | -0.1% |
| 30D | -3.2% | -2.8% | -0.4% | -2.7% |
| 3M | +5.0% | +6.3% | -1.3% | +3.6% |
| 6M | +12.9% | +9.6% | +3.2% | +10.4% |
| YTD | +41.3% | +25.6% | +15.7% | +34.0% |
| 1Y | +43.2% | +29.7% | +13.6% | +34.9% |
| 3Y | +77.3% | +147.6% | -70.2% | +36.3% |
| 5Y | +204.8% | +160.1% | +44.7% | +129.3% |
| All | +204.8% | +161.1% | +43.7% | +129.3% |
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