+54.8%
XOP vs PHM
+557.7%
-502.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.9% |
| 7D | +1.6% | -6.4% | +8.0% | +3.6% |
| 30D | +9.6% | -12.1% | +21.7% | +13.8% |
| 3M | +16.9% | -1.5% | +18.5% | +16.2% |
| 6M | +24.0% | -6.0% | +30.1% | +23.7% |
| YTD | +56.2% | -0.3% | +56.5% | +52.1% |
| 1Y | +51.8% | -13.3% | +65.1% | +54.5% |
| 3Y | +37.0% | +47.6% | -10.6% | +10.9% |
| 5Y | +163.4% | +154.7% | +8.7% | +65.9% |
| All | +54.8% | +557.7% | -502.9% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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