+52.6%
XOM vs PR
+87.5%
-34.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.5% | +1.9% | -0.9% |
| 7D | -7.0% | -12.1% | +5.1% | +0.1% |
| 30D | +3.2% | +0.9% | +2.3% | +2.7% |
| 3M | +10.7% | +10.1% | +0.5% | +4.4% |
| 6M | +11.6% | +1.1% | +10.5% | +9.7% |
| YTD | +43.5% | +63.7% | -20.2% | +11.6% |
| 1Y | +52.6% | +87.0% | -34.4% | +12.6% |
| All | +52.6% | +87.5% | -34.9% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling