+54.8%
XOP vs PSA
+101.3%
-46.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.6% | -3.6% | +5.3% | +2.5% |
| 30D | +9.6% | -9.4% | +19.0% | +12.1% |
| 3M | +16.9% | -8.2% | +25.1% | +19.1% |
| 6M | +24.0% | -1.8% | +25.9% | +23.5% |
| YTD | +56.2% | +15.7% | +40.5% | +48.4% |
| 1Y | +51.8% | +6.3% | +45.5% | +47.5% |
| 3Y | +37.0% | +21.6% | +15.4% | +26.1% |
| 5Y | +163.4% | +13.5% | +149.9% | +146.0% |
| All | +54.8% | +101.3% | -46.5% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling