+67.0%
XOP vs PPL
+197.6%
-130.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -14.7% | +0.4% | -15.1% | -15.0% |
| 30D | -7.7% | +5.4% | -13.1% | -10.9% |
| 3M | +4.4% | +4.3% | +0.2% | +1.2% |
| 6M | +3.5% | -1.3% | +4.9% | +3.3% |
| YTD | +39.4% | +4.7% | +34.7% | +32.9% |
| 1Y | +39.8% | +1.3% | +38.5% | +36.0% |
| 3Y | +29.7% | +57.2% | -27.6% | -8.4% |
| 5Y | +78.6% | +48.2% | +30.3% | +29.0% |
| 10Y | +51.8% | +62.7% | -10.9% | -2.9% |
| All | +67.0% | +197.6% | -130.6% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling