+54.8%
XOP vs PFG
+247.4%
-192.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | +1.6% | -3.0% | +4.6% | +3.8% |
| 30D | +9.6% | +2.5% | +7.1% | +7.1% |
| 3M | +16.9% | +6.1% | +10.9% | +10.8% |
| 6M | +24.0% | +31.3% | -7.3% | -0.7% |
| YTD | +56.2% | +33.6% | +22.6% | +22.7% |
| 1Y | +51.8% | +48.5% | +3.3% | +9.3% |
| 3Y | +37.0% | +69.6% | -32.7% | -12.8% |
| 5Y | +163.4% | +111.5% | +51.9% | +36.0% |
| All | +54.8% | +247.4% | -192.6% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling