+6.4%
OXY vs PEG
+148.0%
-141.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +2.8% | -0.9% | +3.7% | +3.3% |
| 30D | +5.5% | -3.7% | +9.2% | +7.6% |
| 3M | +11.3% | -7.3% | +18.6% | +15.9% |
| 6M | +11.6% | -10.5% | +22.1% | +17.7% |
| YTD | +51.6% | -7.5% | +59.1% | +56.4% |
| 1Y | +36.2% | -8.7% | +44.9% | +41.3% |
| 3Y | +1.7% | +31.4% | -29.6% | -18.9% |
| 5Y | +164.5% | +37.8% | +126.7% | +97.2% |
| All | +6.4% | +148.0% | -141.6% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling