+5.9%
OXY vs PH
+804.8%
-798.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.3% |
| 7D | +1.4% | -3.1% | +4.5% | +3.5% |
| 30D | +4.0% | -11.8% | +15.8% | +12.6% |
| 3M | +7.6% | +6.9% | +0.7% | +1.4% |
| 6M | +16.2% | -1.3% | +17.5% | +12.7% |
| YTD | +50.8% | +7.0% | +43.9% | +37.5% |
| 1Y | +34.7% | +23.1% | +11.6% | +10.1% |
| 3Y | -1.0% | +135.4% | -136.4% | -53.1% |
| 5Y | +163.2% | +250.3% | -87.2% | -14.9% |
| All | +5.9% | +804.8% | -798.9% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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