+47.6%
XOP vs PSA
+7.3%
+40.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -1.0% |
| 7D | +2.6% | -3.7% | +6.2% | +1.9% |
| 30D | +15.4% | -7.7% | +23.2% | +14.0% |
| 3M | +12.1% | -0.6% | +12.7% | +11.9% |
| 6M | +19.7% | -0.9% | +20.6% | +22.8% |
| YTD | +52.4% | +18.7% | +33.7% | +49.7% |
| 1Y | +47.6% | +7.6% | +39.9% | +44.7% |
| All | +47.6% | +7.3% | +40.3% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling