+4,261.5%
XOM vs PPL
+2,096.5%
+2,165.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.8% | +2.7% | -0.9% | +0.7% |
| 30D | +5.9% | +0.5% | +5.4% | +5.5% |
| 3M | +5.6% | +0.7% | +4.9% | +5.0% |
| 6M | +7.9% | -7.6% | +15.5% | +10.7% |
| YTD | +35.2% | +1.8% | +33.4% | +33.1% |
| 1Y | +46.0% | -0.8% | +46.7% | +45.1% |
| 3Y | +55.0% | +56.9% | -1.8% | +26.2% |
| 5Y | +246.3% | +39.5% | +206.8% | +192.9% |
| 10Y | +181.0% | +55.4% | +125.6% | +121.8% |
| All | +4,261.5% | +2,096.5% | +2,165.1% | +1,540.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling