+52.6%
XOM vs PNR
-31.2%
+83.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.3% | -7.9% | -4.1% |
| 7D | -7.0% | +11.9% | -18.9% | -5.3% |
| 30D | +3.2% | +37.1% | -33.9% | +8.2% |
| 3M | +10.7% | +5.7% | +5.0% | +12.3% |
| 6M | +11.6% | -5.7% | +17.3% | +12.5% |
| YTD | +43.5% | -29.8% | +73.3% | +41.5% |
| 1Y | +52.6% | -31.8% | +84.4% | +50.4% |
| All | +52.6% | -31.2% | +83.8% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling