+257.2%
XOM vs PNR
-21.7%
+278.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +4.1% | -6.0% | +10.1% | +4.8% |
| 30D | +4.6% | -14.0% | +18.6% | +6.3% |
| 3M | +14.0% | -21.7% | +35.7% | +16.8% |
| 6M | +11.0% | -37.3% | +48.2% | +17.1% |
| YTD | +40.7% | -45.1% | +85.8% | +51.5% |
| 1Y | +52.3% | -49.1% | +101.4% | +66.1% |
| 3Y | +60.5% | -14.8% | +75.3% | +57.8% |
| All | +257.2% | -21.7% | +278.9% | +242.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling