+6.4%
OXY vs PNR
+66.2%
-59.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +2.8% | -6.0% | +8.9% | +6.0% |
| 30D | +5.5% | -14.0% | +19.4% | +13.3% |
| 3M | +11.3% | -21.7% | +33.0% | +23.3% |
| 6M | +11.6% | -37.3% | +48.9% | +36.3% |
| YTD | +51.6% | -45.1% | +96.7% | +97.8% |
| 1Y | +36.2% | -49.1% | +85.3% | +85.2% |
| 3Y | +1.7% | -14.8% | +16.5% | -2.6% |
| 5Y | +164.5% | -21.0% | +185.5% | +158.5% |
| All | +6.4% | +66.2% | -59.7% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling