+205.4%
XOM vs PWR
+1,844.4%
-1,639.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +2.8% | +11.3% | -8.5% | -0.3% |
| 30D | -3.6% | -8.9% | +5.2% | -1.9% |
| 3M | +8.2% | -10.5% | +18.8% | +10.1% |
| 6M | +14.0% | -22.2% | +36.2% | +19.4% |
| YTD | +44.6% | +42.7% | +1.9% | +22.1% |
| 1Y | +47.8% | +41.1% | +6.6% | +24.8% |
| 3Y | +79.6% | +242.7% | -163.2% | -0.7% |
| 5Y | +214.3% | +418.5% | -204.3% | +37.6% |
| All | +205.4% | +1,844.4% | -1,639.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling