+4.0%
PEP vs OXY
+92.0%
-87.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +1.1% | -0.2% | +1.2% | +1.1% |
| 30D | +13.6% | -6.4% | +20.0% | +13.9% |
| 3M | +5.1% | -2.6% | +7.7% | +5.2% |
| 6M | -1.6% | +4.8% | -6.4% | -2.0% |
| YTD | +3.3% | +41.2% | -37.8% | +1.1% |
| 1Y | +3.2% | +39.5% | -36.3% | +1.0% |
| 3Y | -3.9% | -0.8% | -3.1% | -5.4% |
| 5Y | +4.0% | +91.6% | -87.5% | +3.7% |
| All | +4.0% | +92.0% | -87.9% | +3.7% |
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