+188.5%
XOM vs PR
+65.1%
+123.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -7.3% | -9.5% | +2.2% | -5.5% |
| 30D | -2.6% | -5.7% | +3.0% | -1.5% |
| 3M | +3.6% | +3.0% | +0.6% | +3.0% |
| 6M | +15.3% | +11.8% | +3.5% | +12.8% |
| YTD | +39.4% | +58.5% | -19.1% | +27.5% |
| 1Y | +43.2% | +69.9% | -26.7% | +29.2% |
| 3Y | +74.9% | +84.9% | -10.0% | +53.8% |
| 5Y | +201.3% | +246.4% | -45.2% | +131.8% |
| 10Y | +188.5% | +70.3% | +118.2% | +109.6% |
| All | +188.5% | +65.1% | +123.4% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling