+43.2%
XOM vs PR
+67.7%
-24.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -7.3% | -9.5% | +2.2% | -1.8% |
| 30D | -2.6% | -5.7% | +3.0% | +0.6% |
| 3M | +3.6% | +3.0% | +0.6% | +1.5% |
| 6M | +15.3% | +11.8% | +3.5% | +7.1% |
| YTD | +39.4% | +58.5% | -19.1% | +8.0% |
| 1Y | +43.2% | +69.9% | -26.7% | +6.6% |
| All | +43.2% | +67.7% | -24.6% | +6.6% |
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