+54.8%
XOP vs PH
+804.8%
-750.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.3% |
| 7D | +1.6% | -3.1% | +4.8% | +3.8% |
| 30D | +9.6% | -11.8% | +21.4% | +18.8% |
| 3M | +16.9% | +6.9% | +10.0% | +10.0% |
| 6M | +24.0% | -1.3% | +25.3% | +20.5% |
| YTD | +56.2% | +7.0% | +49.2% | +42.4% |
| 1Y | +51.8% | +23.1% | +28.7% | +24.2% |
| 3Y | +37.0% | +135.4% | -98.4% | -33.9% |
| 5Y | +163.4% | +250.3% | -87.0% | -10.5% |
| All | +54.8% | +804.8% | -750.0% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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