+204.0%
XOM vs PPL
+65.0%
+139.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +2.7% | -2.2% | +4.9% | +3.7% |
| 30D | -2.5% | +1.7% | -4.1% | -3.3% |
| 3M | +7.0% | +0.1% | +6.8% | +6.6% |
| 6M | +14.2% | -1.5% | +15.8% | +14.3% |
| YTD | +43.9% | +3.0% | +41.0% | +40.3% |
| 1Y | +47.9% | -1.4% | +49.3% | +47.0% |
| 3Y | +80.6% | +53.5% | +27.1% | +42.0% |
| 5Y | +212.8% | +46.4% | +166.4% | +147.6% |
| All | +204.0% | +65.0% | +139.0% | +114.8% |
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