+75.3%
PEP vs OXY
+7.5%
+67.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -1.0% | +2.8% | -3.8% | -1.1% |
| 30D | -0.7% | +5.5% | -6.1% | -1.1% |
| 3M | -4.1% | +11.3% | -15.4% | -5.0% |
| 6M | -13.1% | +11.6% | -24.7% | -14.0% |
| YTD | -2.1% | +51.6% | -53.7% | -5.4% |
| 1Y | -1.7% | +36.2% | -37.9% | -4.3% |
| 3Y | -15.1% | +1.7% | -16.8% | -16.2% |
| 5Y | +3.1% | +164.5% | -161.4% | -7.0% |
| All | +75.3% | +7.5% | +67.8% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling