+72.9%
XOM vs PPL
+56.0%
+16.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -11.4% | +0.4% | -11.8% | -11.5% |
| 30D | +1.1% | +5.4% | -4.3% | +0.3% |
| 3M | +7.8% | +4.3% | +3.5% | +7.1% |
| 6M | +13.0% | -1.3% | +14.4% | +13.3% |
| YTD | +40.6% | +4.7% | +35.9% | +38.6% |
| 1Y | +49.1% | +1.3% | +47.8% | +48.1% |
| 3Y | +72.9% | +57.2% | +15.7% | +55.4% |
| All | +72.9% | +56.0% | +16.9% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling