+3,159.9%
PEP vs OXY
+1,363.1%
+1,796.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | -1.4% | +1.6% | -3.0% | -1.6% |
| 30D | +0.2% | +11.6% | -11.3% | -1.2% |
| 3M | -1.1% | +2.8% | -3.9% | -1.7% |
| 6M | -13.5% | +13.0% | -26.5% | -15.2% |
| YTD | -1.2% | +47.4% | -48.6% | -6.5% |
| 1Y | -1.6% | +31.5% | -33.0% | -5.7% |
| 3Y | -12.5% | -1.9% | -10.6% | -14.0% |
| 5Y | +3.0% | +148.0% | -144.9% | -13.1% |
| 10Y | +73.9% | +2.3% | +71.7% | +48.3% |
| All | +3,159.9% | +1,363.1% | +1,796.9% | +1,522.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling