-4.3%
PEP vs OXY
+5.6%
-9.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.1% |
| 7D | -0.3% | +3.6% | -3.9% | -0.2% |
| 30D | +11.8% | -5.3% | +17.0% | +11.5% |
| 3M | +3.7% | +0.2% | +3.5% | +3.7% |
| 6M | -4.3% | +4.7% | -9.1% | -5.2% |
| All | -4.3% | +5.6% | -9.9% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling