+97.5%
OXY vs PR
+273.3%
-175.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.1% |
| 7D | +4.2% | +6.0% | -1.8% | +0.7% |
| 30D | -4.3% | -4.2% | -0.1% | -2.0% |
| 3M | +2.3% | +10.0% | -7.7% | -3.3% |
| 6M | +5.5% | +15.6% | -10.1% | -2.9% |
| YTD | +44.9% | +68.2% | -23.3% | +8.5% |
| 1Y | +42.6% | +79.2% | -36.6% | +3.1% |
| 3Y | +0.7% | +94.9% | -94.2% | -32.1% |
| All | +97.5% | +273.3% | -175.8% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling