-7.0%
PG vs OXY
+15.9%
-22.9%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.3% |
| 7D | -2.7% | +1.4% | -4.1% | -2.4% |
| 30D | -1.5% | +4.0% | -5.6% | -0.7% |
| 3M | -3.4% | +7.6% | -11.0% | -2.8% |
| 6M | -7.0% | +16.2% | -23.2% | -3.6% |
| All | -7.0% | +15.9% | -22.9% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling