+82.5%
XOP vs PH
+2,594.0%
-2,511.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +2.6% | -3.1% | +5.6% | +4.8% |
| 30D | +15.4% | -3.2% | +18.7% | +17.4% |
| 3M | +12.1% | +10.6% | +1.5% | +2.2% |
| 6M | +19.7% | -2.1% | +21.8% | +16.5% |
| YTD | +52.4% | +10.2% | +42.2% | +35.2% |
| 1Y | +47.6% | +28.2% | +19.3% | +15.9% |
| 3Y | +34.4% | +134.9% | -100.5% | -36.8% |
| 5Y | +154.4% | +253.6% | -99.2% | -16.3% |
| 10Y | +54.7% | +804.7% | -750.0% | -76.3% |
| All | +82.5% | +2,594.0% | -2,511.5% | -89.1% |
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