+32.5%
PFE vs OXY
+7.0%
+25.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.0% | +1.4% | -5.4% | -4.2% |
| 30D | +3.9% | +4.0% | -0.2% | +3.5% |
| 3M | +9.9% | +7.6% | +2.3% | +9.0% |
| 6M | +5.3% | +16.2% | -10.9% | +3.4% |
| YTD | +16.8% | +50.8% | -34.0% | +11.5% |
| 1Y | +20.4% | +34.7% | -14.3% | +16.2% |
| 3Y | -2.1% | -1.0% | -1.1% | -3.5% |
| 5Y | -21.0% | +163.2% | -184.2% | -30.4% |
| All | +32.5% | +7.0% | +25.5% | +24.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling