-12.5%
PEP vs OXY
-1.9%
-10.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +0.7% | +8.5% | -7.8% | +0.1% |
| 3M | -0.5% | +6.0% | -6.5% | -1.0% |
| 6M | -11.3% | +13.0% | -24.3% | -12.4% |
| YTD | -0.6% | +48.9% | -49.5% | -4.3% |
| 1Y | +1.7% | +36.4% | -34.8% | -1.5% |
| 3Y | -12.5% | -2.3% | -10.2% | -16.2% |
| All | -12.5% | -1.9% | -10.6% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling