+1,332.5%
OXY vs PH
+25,185.5%
-23,853.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.6% | -3.1% | +4.7% | +3.0% |
| 30D | +11.6% | -3.2% | +14.8% | +13.0% |
| 3M | +2.8% | +10.6% | -7.8% | -3.0% |
| 6M | +13.0% | -2.1% | +15.2% | +11.2% |
| YTD | +47.4% | +10.2% | +37.2% | +36.7% |
| 1Y | +31.5% | +28.2% | +3.3% | +12.8% |
| 3Y | -1.9% | +134.9% | -136.8% | -39.0% |
| 5Y | +148.0% | +253.6% | -105.7% | +23.7% |
| 10Y | +2.3% | +804.7% | -802.5% | -64.3% |
| All | +1,332.5% | +25,185.5% | -23,853.1% | +105.1% |
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