+161.6%
OXY vs PEGA
-48.2%
+209.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +1.2% |
| 7D | +0.6% | -6.1% | +6.8% | +1.1% |
| 30D | +4.5% | +6.4% | -1.9% | +4.0% |
| 3M | +8.9% | +2.9% | +6.0% | +8.4% |
| 6M | +12.5% | -23.8% | +36.3% | +14.4% |
| YTD | +50.5% | -41.1% | +91.5% | +56.3% |
| 1Y | +38.6% | -38.2% | +76.8% | +42.9% |
| 3Y | -1.2% | +49.8% | -51.1% | -10.2% |
| 5Y | +161.6% | -48.0% | +209.7% | +210.4% |
| All | +161.6% | -48.2% | +209.8% | +210.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling