+257.2%
XOM vs PSX
+362.1%
-104.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +4.1% | +1.7% | +2.4% | +3.1% |
| 30D | +4.6% | +15.6% | -11.1% | -3.7% |
| 3M | +14.0% | +46.5% | -32.5% | -8.5% |
| 6M | +11.0% | +55.0% | -44.0% | -13.9% |
| YTD | +40.7% | +105.3% | -64.6% | -7.1% |
| 1Y | +52.3% | +101.6% | -49.3% | +1.2% |
| 3Y | +60.5% | +134.1% | -73.7% | -6.5% |
| All | +257.2% | +362.1% | -104.9% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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