+162.4%
XOP vs PH
+252.1%
-89.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | +16.5% | -10.8% | +27.3% | +22.5% |
| 3M | +15.7% | +8.5% | +7.3% | +10.0% |
| 6M | +19.2% | +3.9% | +15.3% | +14.0% |
| YTD | +55.0% | +9.4% | +45.5% | +43.4% |
| 1Y | +54.2% | +26.8% | +27.4% | +30.6% |
| 3Y | +35.9% | +140.8% | -104.9% | -22.6% |
| 5Y | +162.4% | +253.8% | -91.4% | +12.3% |
| All | +162.4% | +252.1% | -89.7% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling