+763.1%
PM vs OXY
+38.7%
+724.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -4.9% | +1.6% | -6.5% | -5.1% |
| 30D | -3.4% | +11.6% | -15.0% | -5.3% |
| 3M | +5.2% | +2.8% | +2.4% | +4.4% |
| 6M | +3.7% | +13.0% | -9.3% | +0.9% |
| YTD | +15.8% | +47.4% | -31.6% | +7.4% |
| 1Y | +17.4% | +31.5% | -14.1% | +10.8% |
| 3Y | +116.9% | -1.9% | +118.9% | +111.9% |
| 5Y | +117.3% | +148.0% | -30.6% | +70.4% |
| 10Y | +193.8% | +2.3% | +191.5% | +138.8% |
| All | +763.1% | +38.7% | +724.4% | +441.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling