+1,359.2%
OXY vs PNR
+3,435.9%
-2,076.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.3% |
| 7D | +0.9% | -5.5% | +6.4% | +2.9% |
| 30D | +3.6% | -15.6% | +19.1% | +9.8% |
| 3M | +7.1% | -20.2% | +27.3% | +14.6% |
| 6M | +15.7% | -36.6% | +52.3% | +32.8% |
| YTD | +50.1% | -45.0% | +95.1% | +80.7% |
| 1Y | +34.1% | -47.4% | +81.5% | +63.8% |
| 3Y | -1.5% | -13.7% | +12.2% | -1.7% |
| 5Y | +162.0% | -20.8% | +182.8% | +162.1% |
| 10Y | +5.1% | +65.2% | -60.1% | -17.9% |
| All | +1,359.2% | +3,435.9% | -2,076.8% | +602.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling