+284.7%
XOM vs PM
+837.3%
-552.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.1% |
| 7D | +2.8% | +0.5% | +2.3% | +2.6% |
| 30D | -3.6% | -3.2% | -0.4% | -2.3% |
| 3M | +8.2% | +6.2% | +2.0% | +4.8% |
| 6M | +14.0% | +7.7% | +6.4% | +9.0% |
| YTD | +44.6% | +27.3% | +17.3% | +26.2% |
| 1Y | +47.8% | +32.8% | +15.0% | +26.1% |
| 3Y | +79.6% | +150.0% | -70.4% | +5.5% |
| 5Y | +214.3% | +164.2% | +50.0% | +75.0% |
| 10Y | +204.0% | +265.7% | -61.7% | +31.8% |
| All | +284.7% | +837.3% | -552.7% | -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