+75.9%
XOP vs PFG
+295.0%
-219.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.3% |
| 7D | +5.2% | +0.1% | +5.0% | +5.0% |
| 30D | -8.4% | +5.0% | -13.3% | -10.7% |
| 3M | +2.9% | +0.1% | +2.9% | +2.2% |
| 6M | +8.8% | +13.8% | -4.9% | +1.4% |
| YTD | +46.9% | +31.2% | +15.7% | +27.4% |
| 1Y | +41.5% | +37.1% | +4.4% | +20.2% |
| 3Y | +43.1% | +80.6% | -37.5% | +6.8% |
| 5Y | +92.2% | +93.7% | -1.5% | +38.0% |
| 10Y | +52.3% | +185.5% | -133.2% | -5.4% |
| All | +75.9% | +295.0% | -219.0% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling