+147.9%
OXY vs PSLV
+154.2%
-6.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +2.8% | -3.5% | +6.3% | +3.3% |
| 30D | +5.5% | -2.1% | +7.6% | +5.6% |
| 3M | +11.3% | -1.6% | +13.0% | +11.2% |
| 6M | +11.6% | -25.5% | +37.1% | +15.7% |
| YTD | +51.6% | -11.4% | +63.0% | +44.8% |
| 1Y | +36.2% | +48.6% | -12.4% | +10.4% |
| 3Y | +1.7% | +166.9% | -165.2% | -33.2% |
| All | +147.9% | +154.2% | -6.3% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling