+200.7%
XOM vs PR
+225.0%
-24.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.4% |
| 7D | -11.4% | -16.4% | +5.0% | -4.9% |
| 30D | +1.1% | -1.9% | +3.0% | +1.9% |
| 3M | +7.8% | +8.0% | -0.1% | +4.5% |
| 6M | +13.0% | +4.1% | +8.9% | +10.9% |
| YTD | +40.6% | +58.7% | -18.1% | +17.3% |
| 1Y | +49.1% | +75.8% | -26.8% | +19.6% |
| 3Y | +72.9% | +73.2% | -0.3% | +35.1% |
| All | +200.7% | +225.0% | -24.3% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling