+2.0%
OXY vs PR
+101.2%
-99.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.5% |
| 7D | -0.5% | -0.6% | +0.1% | -0.2% |
| 30D | +8.5% | +17.4% | -8.9% | +1.2% |
| 3M | +6.0% | +21.8% | -15.8% | -2.4% |
| 6M | +13.0% | +27.6% | -14.6% | +2.2% |
| YTD | +48.9% | +71.4% | -22.6% | +19.0% |
| 1Y | +36.4% | +78.3% | -41.9% | +7.1% |
| 3Y | -2.3% | +85.5% | -87.8% | -25.5% |
| 5Y | +160.6% | +422.7% | -262.0% | +24.6% |
| 10Y | +2.0% | +87.1% | -85.1% | -59.9% |
| All | +2.0% | +101.2% | -99.2% | -59.9% |
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