+3,280.0%
PFE vs OXY
+1,363.1%
+1,916.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +1.8% | +1.6% | +0.2% | +1.5% |
| 30D | +10.2% | +11.6% | -1.3% | +8.1% |
| 3M | +12.7% | +2.8% | +9.9% | +11.9% |
| 6M | +10.5% | +13.0% | -2.5% | +7.4% |
| YTD | +20.2% | +47.4% | -27.2% | +11.3% |
| 1Y | +24.1% | +31.5% | -7.4% | +16.9% |
| 3Y | -3.6% | -1.9% | -1.6% | -5.7% |
| 5Y | -20.9% | +148.0% | -168.8% | -37.2% |
| 10Y | +35.8% | +2.3% | +33.6% | +11.1% |
| All | +3,280.0% | +1,363.1% | +1,916.9% | +1,470.3% |
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 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