+45.9%
OXY vs PNR
-31.2%
+77.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.3% | -8.4% | -4.5% |
| 7D | -8.8% | +11.9% | -20.7% | -6.8% |
| 30D | -1.7% | +37.1% | -38.8% | +4.2% |
| 3M | +4.5% | +5.7% | -1.2% | +6.2% |
| 6M | -4.0% | -5.7% | +1.7% | -3.2% |
| YTD | +41.4% | -29.8% | +71.2% | +41.3% |
| 1Y | +45.9% | -31.8% | +77.7% | +46.3% |
| All | +45.9% | -31.2% | +77.1% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling