+5.9%
OXY vs PEGA
+180.6%
-174.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | -0.1% |
| 7D | +1.4% | -5.3% | +6.7% | +2.3% |
| 30D | +4.0% | +8.3% | -4.3% | +2.4% |
| 3M | +7.6% | +8.9% | -1.3% | +5.0% |
| 6M | +16.2% | -19.7% | +35.9% | +19.3% |
| YTD | +50.8% | -39.9% | +90.7% | +62.4% |
| 1Y | +34.7% | -36.4% | +71.1% | +42.5% |
| 3Y | -1.0% | +52.8% | -53.8% | -20.2% |
| 5Y | +163.2% | -45.7% | +208.8% | +184.3% |
| All | +5.9% | +180.6% | -174.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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