+67.3%
XOP vs PH
+2,577.2%
-2,509.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -2.8% |
| 7D | -10.0% | +3.0% | -13.1% | -12.0% |
| 30D | -9.1% | -0.6% | -8.4% | -9.3% |
| 3M | +5.1% | -10.7% | +15.8% | +12.5% |
| 6M | +6.4% | +9.1% | -2.7% | -3.3% |
| YTD | +39.7% | +9.5% | +30.2% | +23.2% |
| 1Y | +37.2% | +14.0% | +23.2% | +17.1% |
| 3Y | +37.6% | +138.9% | -101.2% | -36.1% |
| 5Y | +76.5% | +209.1% | -132.6% | -35.8% |
| 10Y | +42.6% | +737.3% | -694.7% | -77.0% |
| All | +67.3% | +2,577.2% | -2,509.9% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling