+13.7%
OXY vs PR
+65.1%
-51.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | -5.8% | -9.5% | +3.7% | -1.7% |
| 30D | -5.3% | -5.7% | +0.3% | -3.0% |
| 3M | -2.5% | +3.0% | -5.5% | -3.7% |
| 6M | +8.3% | +11.8% | -3.5% | +3.5% |
| YTD | +40.3% | +58.5% | -18.2% | +16.0% |
| 1Y | +38.8% | +69.9% | -31.0% | +11.4% |
| 3Y | -1.4% | +84.9% | -86.3% | -24.5% |
| 5Y | +92.2% | +246.4% | -154.2% | +8.1% |
| 10Y | +13.7% | +70.3% | -56.6% | -54.1% |
| All | +13.7% | +65.1% | -51.4% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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