+44.0%
XOP vs PR
+65.1%
-21.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -8.4% | -9.5% | +1.1% | -4.7% |
| 30D | -8.4% | -5.7% | -2.7% | -6.2% |
| 3M | +0.2% | +3.0% | -2.8% | -1.0% |
| 6M | +7.2% | +11.8% | -4.6% | +2.8% |
| YTD | +40.8% | +58.5% | -17.7% | +18.4% |
| 1Y | +36.3% | +69.9% | -33.6% | +11.6% |
| 3Y | +37.2% | +84.9% | -47.7% | +8.6% |
| 5Y | +86.6% | +246.4% | -159.8% | +15.0% |
| 10Y | +44.0% | +70.3% | -26.3% | -4.1% |
| All | +44.0% | +65.1% | -21.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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