+160.6%
XOP vs PHM
+152.6%
+8.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +1.0% | -3.9% | +4.8% | +1.7% |
| 30D | +10.8% | -8.6% | +19.4% | +12.6% |
| 3M | +19.5% | -2.9% | +22.4% | +19.2% |
| 6M | +21.6% | -5.7% | +27.3% | +21.5% |
| YTD | +55.8% | +1.9% | +54.0% | +52.1% |
| 1Y | +54.6% | -12.3% | +67.0% | +56.7% |
| 3Y | +36.6% | +50.8% | -14.1% | +15.8% |
| 5Y | +160.6% | +157.3% | +3.4% | +75.6% |
| All | +160.6% | +152.6% | +8.1% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling