+38.6%
XOP vs PHM
+51.6%
-13.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.0% |
| 7D | +0.6% | -2.5% | +3.1% | +0.9% |
| 30D | +16.5% | -9.7% | +26.2% | +17.7% |
| 3M | +15.7% | +2.2% | +13.5% | +14.5% |
| 6M | +19.2% | -5.7% | +24.9% | +19.4% |
| YTD | +55.0% | +2.8% | +52.1% | +51.7% |
| 1Y | +54.2% | -14.4% | +68.6% | +57.2% |
| All | +38.6% | +51.6% | -13.0% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling