-21.4%
PFE vs OXY
+164.6%
-186.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -4.3% | +0.6% | -4.9% | -4.3% |
| 30D | +2.7% | +4.5% | -1.8% | +2.4% |
| 3M | +10.0% | +8.9% | +1.1% | +9.3% |
| 6M | +7.2% | +12.5% | -5.3% | +6.0% |
| YTD | +17.3% | +50.5% | -33.2% | +13.6% |
| 1Y | +20.3% | +38.6% | -18.3% | +17.1% |
| 3Y | -1.6% | -1.2% | -0.4% | -3.9% |
| 5Y | -21.4% | +161.6% | -183.0% | -11.7% |
| All | -21.4% | +164.6% | -186.0% | -11.7% |
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