+44.0%
XOP vs PPL
+65.3%
-21.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -8.4% | 0.0% | -8.4% | -8.4% |
| 30D | -8.4% | +4.3% | -12.6% | -10.3% |
| 3M | +0.2% | +2.9% | -2.8% | -1.5% |
| 6M | +7.2% | +1.1% | +6.1% | +5.8% |
| YTD | +40.8% | +4.5% | +36.4% | +36.0% |
| 1Y | +36.3% | +0.1% | +36.2% | +34.3% |
| 3Y | +37.2% | +55.7% | -18.5% | +4.8% |
| 5Y | +86.6% | +47.6% | +39.0% | +45.1% |
| 10Y | +44.0% | +66.8% | -22.8% | +8.9% |
| All | +44.0% | +65.3% | -21.3% | +8.9% |
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