+153.3%
XOP vs PNR
-21.7%
+175.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.6% | -6.0% | +8.7% | +4.4% |
| 30D | +9.6% | -14.0% | +23.6% | +14.2% |
| 3M | +20.4% | -21.7% | +42.1% | +27.7% |
| 6M | +19.9% | -37.3% | +57.2% | +35.7% |
| YTD | +56.4% | -45.1% | +101.5% | +85.2% |
| 1Y | +52.4% | -49.1% | +101.6% | +85.9% |
| 3Y | +39.9% | -14.8% | +54.7% | +38.1% |
| All | +153.3% | -21.7% | +175.0% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling