+77.8%
XOP vs PR
+169.5%
-91.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.2% |
| 7D | +2.6% | +2.9% | -0.3% | +1.4% |
| 30D | +15.4% | +18.0% | -2.6% | +8.3% |
| 3M | +12.1% | +16.9% | -4.8% | +5.5% |
| 6M | +19.7% | +28.2% | -8.5% | +9.0% |
| YTD | +52.4% | +69.3% | -16.9% | +25.0% |
| 1Y | +47.6% | +69.5% | -21.9% | +20.9% |
| 3Y | +34.4% | +81.7% | -47.3% | +6.9% |
| 5Y | +154.4% | +422.2% | -267.9% | +37.0% |
| 10Y | +54.7% | +110.4% | -55.7% | +7.2% |
| All | +77.8% | +169.5% | -91.7% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling