+201.3%
XOM vs PWR
+400.1%
-198.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | 0.0% |
| 7D | -7.3% | -11.2% | +3.9% | -6.3% |
| 30D | -2.6% | -17.4% | +14.7% | -0.9% |
| 3M | +3.6% | -11.7% | +15.3% | +4.5% |
| 6M | +15.3% | -21.7% | +37.0% | +17.6% |
| YTD | +39.4% | +38.3% | +1.1% | +29.5% |
| 1Y | +43.2% | +29.6% | +13.6% | +34.2% |
| 3Y | +74.9% | +236.1% | -161.2% | +26.1% |
| 5Y | +201.3% | +406.3% | -205.1% | +98.4% |
| All | +201.3% | +400.1% | -198.9% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling