+4.4%
PEP vs OXY
+42.1%
-37.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +2.9% | +4.2% | -1.3% | +2.8% |
| 30D | +12.5% | -4.3% | +16.8% | +12.5% |
| 3M | +4.5% | +2.3% | +2.2% | +4.4% |
| 6M | -0.5% | +5.5% | -6.0% | -0.9% |
| YTD | +4.4% | +44.9% | -40.5% | -1.7% |
| 1Y | +4.4% | +42.6% | -38.2% | -1.1% |
| All | +4.4% | +42.1% | -37.8% | -1.1% |
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