+49.9%
XOP vs PH
+725.6%
-675.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.1% |
| 7D | +0.5% | +6.9% | -6.4% | -3.9% |
| 30D | -7.3% | +1.7% | -9.0% | -8.9% |
| 3M | +1.4% | -8.1% | +9.5% | +6.1% |
| 6M | +7.8% | +11.5% | -3.7% | -2.7% |
| YTD | +44.5% | +11.4% | +33.2% | +27.2% |
| 1Y | +37.0% | +14.1% | +22.9% | +18.3% |
| 3Y | +40.8% | +138.2% | -97.4% | -32.4% |
| 5Y | +88.7% | +216.0% | -127.3% | -30.2% |
| 10Y | +49.9% | +710.0% | -660.1% | -73.2% |
| All | +49.9% | +725.6% | -675.8% | -73.2% |
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