+50.5%
XOM vs PR
+74.4%
-23.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.1% |
| 7D | -2.4% | -0.6% | -1.8% | -2.1% |
| 30D | +5.7% | +17.4% | -11.7% | -3.2% |
| 3M | +6.6% | +21.8% | -15.2% | -4.6% |
| 6M | +7.7% | +27.6% | -19.9% | -5.2% |
| YTD | +36.2% | +71.4% | -35.2% | +5.4% |
| 1Y | +50.5% | +78.3% | -27.8% | +15.4% |
| All | +50.5% | +74.4% | -23.9% | +15.4% |
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