+1,359.2%
OXY vs PNC
+4,054.7%
-2,695.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | +0.9% | -0.9% | +1.8% | +1.2% |
| 30D | +3.6% | -4.4% | +8.0% | +5.2% |
| 3M | +7.1% | +5.3% | +1.8% | +4.7% |
| 6M | +15.7% | +19.6% | -3.9% | +7.0% |
| YTD | +50.1% | +19.1% | +31.0% | +38.5% |
| 1Y | +34.1% | +24.3% | +9.8% | +21.4% |
| 3Y | -1.5% | +132.2% | -133.7% | -30.7% |
| 5Y | +162.0% | +52.3% | +109.7% | +113.7% |
| 10Y | +5.1% | +274.8% | -269.8% | -31.8% |
| All | +1,359.2% | +4,054.7% | -2,695.5% | +421.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling