+55.0%
XOP vs PGR
+825.1%
-770.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.1% |
| 7D | +2.6% | -0.6% | +3.2% | +2.8% |
| 30D | +9.6% | +4.9% | +4.7% | +7.4% |
| 3M | +20.4% | +7.6% | +12.7% | +15.8% |
| 6M | +19.9% | +8.3% | +11.6% | +14.8% |
| YTD | +56.4% | +1.7% | +54.7% | +53.1% |
| 1Y | +52.4% | -6.8% | +59.3% | +54.3% |
| 3Y | +39.9% | +73.4% | -33.6% | +3.1% |
| 5Y | +163.7% | +161.2% | +2.5% | +51.8% |
| All | +55.0% | +825.1% | -770.1% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling