+39.7%
XOP vs PNR
-14.2%
+53.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +1.6% | -5.5% | +7.1% | +2.8% |
| 30D | +9.6% | -15.6% | +25.2% | +13.3% |
| 3M | +16.9% | -20.2% | +37.1% | +21.6% |
| 6M | +24.0% | -36.6% | +60.6% | +37.0% |
| YTD | +56.2% | -45.0% | +101.2% | +80.8% |
| 1Y | +51.8% | -47.4% | +99.2% | +78.9% |
| All | +39.7% | -14.2% | +53.9% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling