+254.2%
XOM vs PWR
+458.8%
-204.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.5% |
| 7D | -2.4% | +4.5% | -6.9% | -2.9% |
| 30D | +5.7% | -4.9% | +10.5% | +6.2% |
| 3M | +6.6% | -7.9% | +14.4% | +7.2% |
| 6M | +7.7% | +18.3% | -10.7% | +3.7% |
| YTD | +36.2% | +51.5% | -15.3% | +25.5% |
| 1Y | +50.5% | +70.3% | -19.8% | +35.0% |
| 3Y | +53.4% | +210.6% | -157.2% | +15.0% |
| 5Y | +254.2% | +456.7% | -202.5% | +129.3% |
| All | +254.2% | +458.8% | -204.7% | +129.3% |
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