+161.6%
OXY vs PH
+251.4%
-89.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.3% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +4.5% | -10.3% | +14.8% | +8.4% |
| 3M | +8.9% | +5.1% | +3.8% | +6.2% |
| 6M | +12.5% | +2.3% | +10.2% | +9.4% |
| YTD | +50.5% | +8.7% | +41.8% | +42.1% |
| 1Y | +38.6% | +26.8% | +11.8% | +21.6% |
| 3Y | -1.2% | +139.2% | -140.4% | -36.5% |
| 5Y | +161.6% | +251.1% | -89.5% | +30.8% |
| All | +161.6% | +251.4% | -89.8% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling