+1,337.8%
OXY vs PAAS
+1,235.6%
+102.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | +1.6% | -2.9% | +4.5% | +2.1% |
| 30D | +11.6% | +6.8% | +4.8% | +10.0% |
| 3M | +2.8% | -2.9% | +5.7% | +2.5% |
| 6M | +13.0% | -16.4% | +29.5% | +14.2% |
| YTD | +47.4% | 0.0% | +47.4% | +43.3% |
| 1Y | +31.5% | +54.3% | -22.8% | +17.2% |
| 3Y | -1.9% | +230.7% | -232.6% | -26.6% |
| 5Y | +148.0% | +111.6% | +36.3% | +97.0% |
| 10Y | +2.3% | +211.7% | -209.5% | -30.4% |
| All | +1,337.8% | +1,235.6% | +102.2% | +660.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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