+194.0%
XOM vs PR
+169.5%
+24.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | +1.8% | +2.9% | -1.1% | +1.2% |
| 30D | +5.9% | +18.0% | -12.2% | +2.5% |
| 3M | +5.6% | +16.9% | -11.3% | +2.4% |
| 6M | +7.9% | +28.2% | -20.4% | +2.8% |
| YTD | +35.2% | +69.3% | -34.2% | +22.1% |
| 1Y | +46.0% | +69.5% | -23.5% | +31.7% |
| 3Y | +55.0% | +81.7% | -26.7% | +36.6% |
| 5Y | +246.3% | +422.2% | -175.9% | +150.2% |
| 10Y | +181.0% | +110.4% | +70.6% | +103.0% |
| All | +194.0% | +169.5% | +24.5% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling