+13.4%
OXY vs PINS
-14.1%
+27.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.6% |
| 7D | +1.6% | -12.0% | +13.6% | +3.5% |
| 30D | +11.6% | -12.7% | +24.2% | +13.7% |
| 3M | +2.8% | -5.5% | +8.3% | +3.1% |
| 6M | +13.0% | +5.3% | +7.8% | +10.9% |
| YTD | +47.4% | -21.2% | +68.6% | +50.3% |
| 1Y | +31.5% | -45.0% | +76.5% | +41.4% |
| 3Y | -1.9% | -26.2% | +24.3% | -3.2% |
| 5Y | +148.0% | -64.0% | +211.9% | +166.0% |
| All | +13.4% | -14.1% | +27.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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