+67.0%
XOP vs PAAS
+214.5%
-147.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.6% |
| 7D | -14.7% | +8.4% | -23.1% | -16.7% |
| 30D | -7.7% | -7.2% | -0.5% | -6.5% |
| 3M | +4.4% | -14.0% | +18.5% | +7.1% |
| 6M | +3.5% | -26.8% | +30.3% | +9.1% |
| YTD | +39.4% | -19.8% | +59.2% | +39.4% |
| 1Y | +39.8% | +22.8% | +16.9% | +23.5% |
| 3Y | +29.7% | +183.6% | -154.0% | -15.0% |
| 5Y | +78.6% | +73.8% | +4.8% | +29.2% |
| 10Y | +51.8% | +185.6% | -133.7% | -23.0% |
| All | +67.0% | +214.5% | -147.5% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 all: compounded portfolio wealth divided by compounded PAAS 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…
all analysis · Full analysis span regression · 6 months rolling