+1,180.8%
OXY vs PEGA
+1,037.5%
+143.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 3M | +2.3% | -2.8% | +5.1% | +2.4% |
| 6M | +5.5% | -0.4% | +6.0% | +5.0% |
| YTD | +44.9% | -45.4% | +90.3% | +50.7% |
| 1Y | +42.6% | -42.6% | +85.2% | +47.6% |
| 3Y | +0.7% | +45.4% | -44.7% | -5.9% |
| 5Y | +96.9% | -44.6% | +141.5% | +95.4% |
| 10Y | +18.8% | +91.2% | -72.4% | +7.6% |
| All | +1,180.8% | +1,037.5% | +143.4% | +834.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling