+45.3%
XOP vs PGR
+21.4%
+23.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.5% | -8.9% | -6.5% |
| 7D | -10.5% | +4.1% | -14.6% | -10.7% |
| 30D | -4.3% | +10.4% | -14.8% | -4.9% |
| 3M | +4.7% | +11.4% | -6.7% | +4.1% |
| 6M | -0.1% | +17.9% | -18.0% | -1.3% |
| YTD | +43.8% | +9.8% | +34.1% | +41.3% |
| 1Y | +45.3% | +19.3% | +26.0% | +42.6% |
| All | +45.3% | +21.4% | +23.9% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling