+3,375.1%
PFE vs OXY
+1,329.6%
+2,045.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.4% |
| 7D | -2.1% | +3.6% | -5.7% | -2.7% |
| 30D | +3.1% | -5.3% | +8.4% | +3.9% |
| 3M | +11.2% | +0.2% | +11.0% | +10.8% |
| 6M | +15.0% | +4.7% | +10.3% | +13.4% |
| YTD | +23.5% | +44.0% | -20.5% | +14.6% |
| 1Y | +18.9% | +42.1% | -23.1% | +10.4% |
| 3Y | +18.7% | +1.2% | +17.6% | +15.4% |
| 5Y | -24.0% | +95.7% | -119.7% | -36.8% |
| 10Y | +47.5% | +18.1% | +29.5% | +16.2% |
| All | +3,375.1% | +1,329.6% | +2,045.5% | +1,516.7% |
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 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