+6.4%
OXY vs PFGC
+292.9%
-286.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +2.8% | -4.8% | +7.6% | +4.7% |
| 30D | +5.5% | -12.5% | +18.0% | +10.8% |
| 3M | +11.3% | -9.7% | +21.0% | +15.1% |
| 6M | +11.6% | +7.0% | +4.6% | +6.8% |
| YTD | +51.6% | +4.5% | +47.1% | +45.1% |
| 1Y | +36.2% | -11.6% | +47.8% | +39.1% |
| 3Y | +1.7% | +58.5% | -56.8% | -19.5% |
| 5Y | +164.5% | +112.6% | +51.9% | +75.1% |
| All | +6.4% | +292.9% | -286.5% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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