+55.0%
XOP vs PNR
+66.2%
-11.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.6% | -6.0% | +8.7% | +5.9% |
| 30D | +9.6% | -14.0% | +23.6% | +18.2% |
| 3M | +20.4% | -21.7% | +42.1% | +34.0% |
| 6M | +19.9% | -37.3% | +57.2% | +48.3% |
| YTD | +56.4% | -45.1% | +101.5% | +107.3% |
| 1Y | +52.4% | -49.1% | +101.6% | +111.0% |
| 3Y | +39.9% | -14.8% | +54.7% | +35.7% |
| 5Y | +163.7% | -21.0% | +184.7% | +162.0% |
| All | +55.0% | +66.2% | -11.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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