+51.7%
XOP vs PPL
+67.2%
-15.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.3% |
| 7D | +6.3% | -0.4% | +6.7% | +6.5% |
| 30D | -6.6% | +2.6% | -9.2% | -7.9% |
| 3M | +3.6% | +0.8% | +2.8% | +2.8% |
| 6M | +10.8% | +1.4% | +9.3% | +9.1% |
| YTD | +48.3% | +4.3% | +44.0% | +43.2% |
| 1Y | +42.9% | +0.8% | +42.2% | +40.4% |
| 3Y | +43.3% | +57.9% | -14.6% | +8.5% |
| 5Y | +94.0% | +48.3% | +45.6% | +50.4% |
| All | +51.7% | +67.2% | -15.5% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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