+848.9%
PM vs OXY
+36.3%
+812.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +0.5% | +4.2% | -3.7% | -0.1% |
| 30D | -3.2% | -4.3% | +1.1% | -2.6% |
| 3M | +6.2% | +2.3% | +3.9% | +5.6% |
| 6M | +7.7% | +5.5% | +2.1% | +6.2% |
| YTD | +27.3% | +44.9% | -17.6% | +18.3% |
| 1Y | +32.8% | +42.6% | -9.8% | +23.6% |
| 3Y | +150.0% | +0.7% | +149.3% | +143.0% |
| 5Y | +164.2% | +96.9% | +67.4% | +117.4% |
| 10Y | +265.7% | +18.8% | +246.9% | +184.4% |
| All | +848.9% | +36.3% | +812.6% | +495.7% |
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