-1.6%
PEP vs OXY
+32.4%
-33.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -1.4% | +1.6% | -3.0% | -1.4% |
| 30D | +0.2% | +11.6% | -11.3% | +0.1% |
| 3M | -1.1% | +2.8% | -3.9% | -1.2% |
| 6M | -13.5% | +13.0% | -26.5% | -14.0% |
| YTD | -1.2% | +47.4% | -48.6% | -3.1% |
| 1Y | -1.6% | +31.5% | -33.0% | -4.4% |
| All | -1.6% | +32.4% | -33.9% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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