+204.0%
XOM vs PR
+83.7%
+120.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.4% |
| 7D | +2.7% | +6.7% | -4.0% | +1.4% |
| 30D | -2.5% | -6.1% | +3.7% | -1.2% |
| 3M | +7.0% | +6.9% | +0.1% | +5.6% |
| 6M | +14.2% | +14.6% | -0.4% | +11.2% |
| YTD | +43.9% | +66.1% | -22.2% | +30.4% |
| 1Y | +47.9% | +77.0% | -29.1% | +32.4% |
| 3Y | +80.6% | +93.8% | -13.3% | +57.2% |
| 5Y | +212.8% | +268.2% | -55.5% | +137.9% |
| All | +204.0% | +83.7% | +120.2% | +119.1% |
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