+1,308.1%
OXY vs PH
+25,056.6%
-23,748.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +4.2% | +4.3% | -0.1% | +2.0% |
| 30D | -4.3% | +0.1% | -4.5% | -4.9% |
| 3M | +2.3% | -9.4% | +11.7% | +6.2% |
| 6M | +5.5% | +8.8% | -3.2% | -0.5% |
| YTD | +44.9% | +9.6% | +35.3% | +33.8% |
| 1Y | +42.6% | +14.4% | +28.2% | +28.8% |
| 3Y | +0.7% | +134.5% | -133.8% | -37.3% |
| 5Y | +96.9% | +204.4% | -107.6% | +5.0% |
| 10Y | +18.8% | +697.3% | -678.5% | -56.6% |
| All | +1,308.1% | +25,056.6% | -23,748.4% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling