+147.9%
OXY vs PNC
+51.4%
+96.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +2.8% | -0.6% | +3.4% | +3.0% |
| 30D | +5.5% | -4.4% | +9.8% | +7.2% |
| 3M | +11.3% | +5.2% | +6.1% | +8.6% |
| 6M | +11.6% | +20.6% | -9.0% | +2.2% |
| YTD | +51.6% | +19.8% | +31.8% | +38.3% |
| 1Y | +36.2% | +24.4% | +11.8% | +21.9% |
| 3Y | +1.7% | +131.2% | -129.5% | -33.1% |
| All | +147.9% | +51.4% | +96.5% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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