+49.9%
XOP vs PR
+72.8%
-22.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +1.6% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -7.3% | -4.6% | -2.7% | -5.5% |
| 3M | +1.4% | +4.7% | -3.3% | -0.4% |
| 6M | +7.8% | +12.4% | -4.7% | +3.1% |
| YTD | +44.5% | +62.9% | -18.3% | +20.2% |
| 1Y | +37.0% | +70.6% | -33.5% | +12.0% |
| 3Y | +40.8% | +90.0% | -49.2% | +10.3% |
| 5Y | +88.7% | +255.5% | -166.9% | +15.1% |
| 10Y | +49.9% | +78.7% | -28.9% | -1.6% |
| All | +49.9% | +72.8% | -22.9% | -1.6% |
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