+153.3%
XOP vs PGR
+159.7%
-6.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | +2.6% | -0.6% | +3.2% | +2.8% |
| 30D | +9.6% | +4.9% | +4.7% | +8.2% |
| 3M | +20.4% | +7.6% | +12.7% | +17.4% |
| 6M | +19.9% | +8.3% | +11.6% | +16.7% |
| YTD | +56.4% | +1.7% | +54.7% | +54.4% |
| 1Y | +52.4% | -6.8% | +59.3% | +54.1% |
| 3Y | +39.9% | +73.4% | -33.6% | +13.0% |
| All | +153.3% | +159.7% | -6.5% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling