+177.9%
XOM vs PPL
+55.2%
+122.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -2.4% | +1.8% | -4.1% | -3.1% |
| 30D | +5.7% | -1.1% | +6.7% | +6.1% |
| 3M | +6.6% | 0.0% | +6.5% | +6.2% |
| 6M | +7.7% | -7.6% | +15.2% | +10.9% |
| YTD | +36.2% | +1.7% | +34.5% | +33.7% |
| 1Y | +50.5% | +1.5% | +49.0% | +47.6% |
| 3Y | +53.4% | +55.3% | -1.9% | +20.0% |
| 5Y | +254.2% | +37.7% | +216.5% | +190.8% |
| 10Y | +177.9% | +54.0% | +123.9% | +103.7% |
| All | +177.9% | +55.2% | +122.7% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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