+31.5%
OXY vs PSLV
+57.1%
-25.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.9% |
| 7D | +1.6% | -0.6% | +2.2% | +1.6% |
| 30D | +11.6% | +7.3% | +4.3% | +11.6% |
| 3M | +2.8% | -7.4% | +10.2% | +3.0% |
| 6M | +13.0% | -20.3% | +33.3% | +14.0% |
| YTD | +47.4% | -8.2% | +55.6% | +44.6% |
| 1Y | +31.5% | +57.9% | -26.5% | +16.5% |
| All | +31.5% | +57.1% | -25.7% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling