+3.2%
PEP vs OXY
+164.6%
-161.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.3% |
| 7D | -1.7% | +0.6% | -2.3% | -1.7% |
| 30D | +0.3% | +4.5% | -4.2% | +0.1% |
| 3M | -3.2% | +8.9% | -12.1% | -3.7% |
| 6M | -13.6% | +12.5% | -26.0% | -14.2% |
| YTD | -1.9% | +50.5% | -52.3% | -4.0% |
| 1Y | -0.6% | +38.6% | -39.2% | -2.5% |
| 3Y | -13.6% | -1.2% | -12.3% | -14.8% |
| 5Y | +3.2% | +161.6% | -158.4% | +1.9% |
| All | +3.2% | +164.6% | -161.4% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling