+97.5%
OXY vs PH
+203.8%
-106.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +4.2% | +4.3% | -0.1% | +2.8% |
| 30D | -4.3% | +0.1% | -4.5% | -4.6% |
| 3M | +2.3% | -9.4% | +11.7% | +5.2% |
| 6M | +5.5% | +8.8% | -3.2% | +1.2% |
| YTD | +44.9% | +9.6% | +35.3% | +36.2% |
| 1Y | +42.6% | +14.4% | +28.2% | +31.4% |
| 3Y | +0.7% | +134.5% | -133.8% | -33.4% |
| All | +97.5% | +203.8% | -106.3% | +13.7% |
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