+259.6%
XOM vs PM
+752.6%
-493.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.8% |
| 7D | +1.8% | -4.9% | +6.6% | +4.2% |
| 30D | +5.9% | -3.4% | +9.2% | +7.4% |
| 3M | +5.6% | +5.2% | +0.4% | +2.3% |
| 6M | +7.9% | +3.7% | +4.1% | +4.4% |
| YTD | +35.2% | +15.8% | +19.4% | +23.7% |
| 1Y | +46.0% | +17.4% | +28.6% | +32.1% |
| 3Y | +55.0% | +116.9% | -61.9% | -2.3% |
| 5Y | +246.3% | +117.3% | +129.0% | +113.7% |
| 10Y | +181.0% | +193.8% | -12.8% | +37.6% |
| All | +259.6% | +752.6% | -493.0% | -22.9% |
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