+4,419.1%
XOM vs PPG
+2,572.2%
+1,846.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.3% |
| 7D | +1.9% | -5.1% | +7.0% | +3.7% |
| 30D | +4.1% | -9.6% | +13.6% | +7.7% |
| 3M | +10.4% | -6.4% | +16.8% | +11.9% |
| 6M | +13.0% | +0.5% | +12.5% | +10.0% |
| YTD | +40.1% | +4.4% | +35.6% | +33.9% |
| 1Y | +51.1% | -0.9% | +52.0% | +46.7% |
| 3Y | +57.7% | -17.0% | +74.7% | +60.5% |
| 5Y | +264.7% | -23.7% | +288.4% | +271.0% |
| 10Y | +193.1% | +25.9% | +167.2% | +139.2% |
| All | +4,419.1% | +2,572.2% | +1,846.8% | +1,342.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling