+39.9%
XOP vs PBR
+99.7%
-59.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.6% |
| 7D | +2.6% | +5.4% | -2.7% | -0.1% |
| 30D | +9.6% | +22.9% | -13.3% | -1.6% |
| 3M | +20.4% | +19.6% | +0.7% | +9.5% |
| 6M | +19.9% | +16.5% | +3.4% | +10.4% |
| YTD | +56.4% | +86.7% | -30.3% | +13.1% |
| 1Y | +52.4% | +74.7% | -22.3% | +13.6% |
| 3Y | +39.9% | +102.6% | -62.7% | -8.4% |
| All | +39.9% | +99.7% | -59.8% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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