+79.6%
XOM vs PR
+95.8%
-16.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | -0.1% |
| 7D | +2.8% | +6.0% | -3.1% | +0.2% |
| 30D | -3.6% | -4.2% | +0.6% | -1.8% |
| 3M | +8.2% | +10.0% | -1.7% | +3.7% |
| 6M | +14.0% | +15.6% | -1.6% | +6.7% |
| YTD | +44.6% | +68.2% | -23.6% | +16.2% |
| 1Y | +47.8% | +79.2% | -31.4% | +15.7% |
| 3Y | +79.6% | +94.9% | -15.3% | +29.0% |
| All | +79.6% | +95.8% | -16.2% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling