+116.1%
PG vs OXY
+7.5%
+108.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -0.8% | +2.8% | -3.6% | -0.9% |
| 30D | +0.8% | +5.5% | -4.6% | +0.5% |
| 3M | -1.3% | +11.3% | -12.6% | -2.0% |
| 6M | -3.8% | +11.6% | -15.4% | -4.7% |
| YTD | +3.6% | +51.6% | -47.9% | +0.8% |
| 1Y | -5.7% | +36.2% | -41.9% | -7.8% |
| 3Y | +1.6% | +1.7% | -0.1% | +0.5% |
| 5Y | +14.6% | +164.5% | -149.9% | +4.9% |
| All | +116.1% | +7.5% | +108.7% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling