+282.8%
XOM vs PM
+826.5%
-543.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | +2.7% | -2.4% | +5.1% | +3.9% |
| 30D | -2.5% | -1.3% | -1.2% | -2.0% |
| 3M | +7.0% | +6.5% | +0.4% | +3.4% |
| 6M | +14.2% | +7.0% | +7.2% | +9.5% |
| YTD | +43.9% | +25.8% | +18.1% | +26.3% |
| 1Y | +47.9% | +30.9% | +17.0% | +27.1% |
| 3Y | +80.6% | +148.0% | -67.4% | +6.5% |
| 5Y | +212.8% | +161.2% | +51.6% | +75.1% |
| 10Y | +202.6% | +261.5% | -58.9% | +31.9% |
| All | +282.8% | +826.5% | -543.7% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling