+53.4%
XOM vs PWR
+206.3%
-152.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.7% |
| 7D | -2.4% | +4.5% | -6.9% | -2.5% |
| 30D | +5.7% | -4.9% | +10.5% | +5.7% |
| 3M | +6.6% | -7.9% | +14.4% | +6.7% |
| 6M | +7.7% | +18.3% | -10.7% | +6.5% |
| YTD | +36.2% | +51.5% | -15.3% | +32.5% |
| 1Y | +50.5% | +70.3% | -19.8% | +44.8% |
| 3Y | +53.4% | +210.6% | -157.2% | +36.0% |
| All | +53.4% | +206.3% | -152.9% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling