+51.7%
XOP vs PPL
+54.2%
-2.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.6% | +2.7% | -0.1% | +1.3% |
| 30D | +15.4% | +0.5% | +15.0% | +15.0% |
| 3M | +12.1% | +0.7% | +11.4% | +11.2% |
| 6M | +19.7% | -7.6% | +27.3% | +23.4% |
| YTD | +52.4% | +1.8% | +50.6% | +49.3% |
| 1Y | +47.6% | -0.8% | +48.3% | +46.1% |
| 3Y | +34.4% | +56.9% | -22.5% | +2.1% |
| 5Y | +154.4% | +39.5% | +114.9% | +104.5% |
| All | +51.7% | +54.2% | -2.5% | +11.8% |
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