-3.5%
OXY vs PR
+64.2%
-67.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -1.2% |
| 7D | -11.9% | -16.4% | +4.5% | -0.8% |
| 30D | -3.1% | -1.9% | -1.2% | -2.1% |
| 3M | +1.1% | +8.0% | -6.9% | -4.2% |
| 6M | +3.2% | +4.1% | -0.9% | +0.2% |
| YTD | +39.0% | +58.7% | -19.7% | +4.1% |
| 1Y | +42.7% | +75.8% | -33.1% | +0.4% |
| 3Y | -3.5% | +73.2% | -76.7% | -34.6% |
| All | -3.5% | +64.2% | -67.8% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling