+17.0%
PG vs OXY
+45.4%
-28.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.1% | +8.4% | +2.8% |
| 7D | +5.7% | -8.8% | +14.5% | +4.9% |
| 30D | +15.4% | -1.7% | +17.1% | +15.2% |
| 3M | +13.8% | +4.5% | +9.3% | +14.3% |
| 6M | +18.3% | -4.0% | +22.3% | +17.9% |
| YTD | +20.1% | +41.4% | -21.2% | +13.2% |
| 1Y | +17.0% | +45.9% | -28.9% | +9.9% |
| All | +17.0% | +45.4% | -28.4% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling