+34.7%
OXY vs PH
+24.6%
+10.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | -0.2% |
| 7D | +1.4% | -3.1% | +4.5% | +0.6% |
| 30D | +4.0% | -11.8% | +15.8% | +1.0% |
| 3M | +7.6% | +6.9% | +0.7% | +9.9% |
| 6M | +16.2% | -1.3% | +17.5% | +18.9% |
| YTD | +50.8% | +7.0% | +43.9% | +51.4% |
| 1Y | +34.7% | +23.1% | +11.6% | +26.8% |
| All | +34.7% | +24.6% | +10.1% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling