+68.7%
XOP vs PH
+2,601.2%
-2,532.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 7D | -8.4% | +2.1% | -10.5% | -9.8% |
| 30D | -8.4% | +0.3% | -8.6% | -9.2% |
| 3M | +0.2% | -8.8% | +9.0% | +5.7% |
| 6M | +7.2% | +10.0% | -2.8% | -3.2% |
| YTD | +40.8% | +10.5% | +30.3% | +23.4% |
| 1Y | +36.3% | +15.5% | +20.8% | +15.2% |
| 3Y | +37.2% | +136.4% | -99.2% | -35.8% |
| 5Y | +86.6% | +213.6% | -127.0% | -32.8% |
| 10Y | +44.0% | +713.9% | -669.9% | -76.2% |
| All | +68.7% | +2,601.2% | -2,532.5% | -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