+192.9%
XOM vs PPG
+26.9%
+166.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | +4.1% | -6.2% | +10.3% | +6.3% |
| 30D | +4.6% | -7.9% | +12.5% | +7.3% |
| 3M | +14.0% | -10.2% | +24.2% | +17.1% |
| 6M | +11.0% | +2.7% | +8.3% | +7.0% |
| YTD | +40.7% | +4.9% | +35.8% | +34.0% |
| 1Y | +52.3% | -3.2% | +55.5% | +49.2% |
| 3Y | +60.5% | -17.0% | +77.5% | +63.6% |
| 5Y | +266.4% | -23.3% | +289.7% | +275.5% |
| All | +192.9% | +26.9% | +166.0% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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