+1,171.0%
OXY vs PBR
+1,899.4%
-728.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +2.8% | +5.4% | -2.5% | +0.4% |
| 30D | +5.5% | +22.9% | -17.4% | -4.0% |
| 3M | +11.3% | +19.6% | -8.3% | +2.7% |
| 6M | +11.6% | +16.5% | -4.9% | +3.9% |
| YTD | +51.6% | +86.7% | -35.1% | +14.4% |
| 1Y | +36.2% | +74.7% | -38.5% | +5.6% |
| 3Y | +1.7% | +102.6% | -100.9% | -27.5% |
| 5Y | +164.5% | +566.6% | -402.1% | +4.4% |
| 10Y | +6.1% | +686.1% | -680.0% | -62.0% |
| All | +1,171.0% | +1,899.4% | -728.4% | +249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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