+123.4%
PM vs OXY
-1.9%
+125.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.5% |
| 7D | -1.2% | +0.6% | -1.8% | -1.2% |
| 30D | -0.2% | +4.5% | -4.7% | -0.3% |
| 3M | +4.9% | +8.9% | -4.0% | +4.6% |
| 6M | +9.0% | +12.5% | -3.4% | +8.7% |
| YTD | +17.8% | +50.5% | -32.7% | +17.0% |
| 1Y | +16.8% | +38.6% | -21.8% | +16.0% |
| All | +123.4% | -1.9% | +125.3% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling