+160.8%
PM vs OXY
+95.0%
+65.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | -2.8% | -6.4% | +3.6% | -2.5% |
| 3M | +6.3% | -2.6% | +9.0% | +6.4% |
| 6M | +9.6% | +4.8% | +4.9% | +9.3% |
| YTD | +25.6% | +41.2% | -15.6% | +23.4% |
| 1Y | +29.7% | +39.5% | -9.8% | +27.4% |
| 3Y | +147.6% | -0.8% | +148.4% | +146.3% |
| All | +160.8% | +95.0% | +65.8% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling