+248.3%
XOM vs PR
+433.6%
-185.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.1% |
| 7D | +1.8% | +2.9% | -1.1% | +0.6% |
| 30D | +5.9% | +18.0% | -12.2% | -0.9% |
| 3M | +5.6% | +16.9% | -11.3% | -0.9% |
| 6M | +7.9% | +28.2% | -20.4% | -2.3% |
| YTD | +35.2% | +69.3% | -34.2% | +10.1% |
| 1Y | +46.0% | +69.5% | -23.5% | +18.5% |
| 3Y | +55.0% | +81.7% | -26.7% | +18.7% |
| All | +248.3% | +433.6% | -185.3% | +67.6% |
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 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