+48.8%
PFE vs OXY
+19.5%
+29.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -1.7% | +4.2% | -5.9% | -2.1% |
| 30D | +0.3% | -4.3% | +4.7% | +0.7% |
| 3M | +9.4% | +2.3% | +7.1% | +9.0% |
| 6M | +14.9% | +5.5% | +9.3% | +13.9% |
| YTD | +23.8% | +44.9% | -21.1% | +18.6% |
| 1Y | +19.5% | +42.6% | -23.1% | +14.6% |
| 3Y | +21.0% | +0.7% | +20.3% | +19.0% |
| 5Y | -23.9% | +96.9% | -120.7% | -30.7% |
| All | +48.8% | +19.5% | +29.3% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling