+192.9%
XOM vs PNR
+66.2%
+126.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +4.1% | -6.0% | +10.1% | +6.2% |
| 30D | +4.6% | -14.0% | +18.6% | +9.7% |
| 3M | +14.0% | -21.7% | +35.7% | +22.1% |
| 6M | +11.0% | -37.3% | +48.2% | +27.4% |
| YTD | +40.7% | -45.1% | +85.8% | +68.7% |
| 1Y | +52.3% | -49.1% | +101.4% | +87.6% |
| 3Y | +60.5% | -14.8% | +75.3% | +55.4% |
| 5Y | +266.4% | -21.0% | +287.4% | +260.1% |
| All | +192.9% | +66.2% | +126.8% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling