+55.0%
XOP vs PPG
+26.9%
+28.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +2.6% | -6.2% | +8.9% | +5.7% |
| 30D | +9.6% | -7.9% | +17.5% | +13.7% |
| 3M | +20.4% | -10.2% | +30.6% | +24.9% |
| 6M | +19.9% | +2.7% | +17.2% | +13.4% |
| YTD | +56.4% | +4.9% | +51.5% | +45.0% |
| 1Y | +52.4% | -3.2% | +55.6% | +47.0% |
| 3Y | +39.9% | -17.0% | +56.9% | +43.2% |
| 5Y | +163.7% | -23.3% | +187.1% | +172.4% |
| All | +55.0% | +26.9% | +28.1% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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