+10.9%
OXY vs PR
+169.5%
-158.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | +1.6% | +2.9% | -1.3% | +0.4% |
| 30D | +11.6% | +18.0% | -6.5% | +4.0% |
| 3M | +2.8% | +16.9% | -14.1% | -3.7% |
| 6M | +13.0% | +28.2% | -15.2% | +2.1% |
| YTD | +47.4% | +69.3% | -21.9% | +18.6% |
| 1Y | +31.5% | +69.5% | -38.0% | +5.6% |
| 3Y | -1.9% | +81.7% | -83.6% | -24.4% |
| 5Y | +148.0% | +422.2% | -274.3% | +19.3% |
| 10Y | +2.3% | +110.4% | -108.1% | -58.3% |
| All | +10.9% | +169.5% | -158.5% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling