-21.5%
PFE vs OXY
+82.3%
-103.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.3% |
| 7D | -0.7% | -5.8% | +5.1% | -0.4% |
| 30D | +5.3% | -5.3% | +10.7% | +5.6% |
| 3M | +10.1% | -2.5% | +12.7% | +10.2% |
| 6M | +18.0% | +8.3% | +9.7% | +17.0% |
| YTD | +25.8% | +40.3% | -14.5% | +21.7% |
| 1Y | +28.4% | +38.8% | -10.4% | +24.3% |
| 3Y | +20.9% | -1.4% | +22.3% | +18.1% |
| 5Y | -21.5% | +92.2% | -113.7% | -8.6% |
| All | -21.5% | +82.3% | -103.8% | -8.6% |
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