+0.7%
OXY vs PEGA
+46.3%
-45.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -4.3% | -4.1% | -0.2% | -4.2% |
| 3M | +2.3% | -2.8% | +5.1% | +2.3% |
| 6M | +5.5% | -0.4% | +6.0% | +5.4% |
| YTD | +44.9% | -45.4% | +90.3% | +50.4% |
| 1Y | +42.6% | -42.6% | +85.2% | +47.1% |
| 3Y | +0.7% | +45.4% | -44.7% | -10.2% |
| All | +0.7% | +46.3% | -45.6% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling