+75.8%
XOP vs PR
+225.0%
-149.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -1.4% |
| 7D | -14.7% | -16.4% | +1.7% | -4.8% |
| 30D | -7.7% | -1.9% | -5.8% | -6.6% |
| 3M | +4.4% | +8.0% | -3.5% | -0.6% |
| 6M | +3.5% | +4.1% | -0.6% | +0.6% |
| YTD | +39.4% | +58.7% | -19.3% | +5.2% |
| 1Y | +39.8% | +75.8% | -36.0% | -0.9% |
| 3Y | +29.7% | +73.2% | -43.5% | -9.3% |
| All | +75.8% | +225.0% | -149.3% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling