+85.6%
XOP vs PNR
+280.4%
-194.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +3.4% |
| 7D | +0.6% | -3.0% | +3.6% | +2.6% |
| 30D | +16.5% | -14.9% | +31.4% | +28.9% |
| 3M | +15.7% | -19.0% | +34.8% | +28.9% |
| 6M | +19.2% | -35.9% | +55.1% | +52.2% |
| YTD | +55.0% | -43.1% | +98.1% | +112.1% |
| 1Y | +54.2% | -46.4% | +100.6% | +119.0% |
| 3Y | +35.9% | -10.8% | +46.7% | +28.8% |
| 5Y | +162.4% | -18.9% | +181.3% | +152.3% |
| 10Y | +50.2% | +64.4% | -14.3% | -19.0% |
| All | +85.6% | +280.4% | -194.8% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling