+211.6%
XOM vs PPL
+47.4%
+164.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | -3.6% | +2.6% | -6.3% | -4.3% |
| 3M | +8.2% | +0.8% | +7.4% | +7.9% |
| 6M | +14.0% | +1.4% | +12.6% | +13.3% |
| YTD | +44.6% | +4.3% | +40.3% | +41.8% |
| 1Y | +47.8% | +0.8% | +47.0% | +46.4% |
| 3Y | +79.6% | +57.9% | +21.7% | +50.9% |
| All | +211.6% | +47.4% | +164.2% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling