+36.2%
OXY vs PEG
-8.5%
+44.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.8% | -0.9% | +3.7% | +2.9% |
| 30D | +5.5% | -3.7% | +9.2% | +5.6% |
| 3M | +11.3% | -7.3% | +18.6% | +11.8% |
| 6M | +11.6% | -10.5% | +22.1% | +12.5% |
| YTD | +51.6% | -7.5% | +59.1% | +50.9% |
| 1Y | +36.2% | -8.7% | +44.9% | +35.8% |
| All | +36.2% | -8.5% | +44.7% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling