+162.6%
OXY vs PFG
+107.2%
+55.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +0.6% | +3.2% | -2.6% | -1.0% |
| 30D | +4.5% | +0.9% | +3.6% | +3.8% |
| 3M | +8.9% | +7.7% | +1.2% | +4.5% |
| 6M | +12.5% | +29.0% | -16.5% | -2.2% |
| YTD | +50.5% | +32.5% | +18.0% | +28.4% |
| 1Y | +38.6% | +47.3% | -8.7% | +11.1% |
| 3Y | -1.2% | +68.2% | -69.5% | -27.6% |
| All | +162.6% | +107.2% | +55.4% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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