+163.2%
OXY vs PEG
+35.4%
+127.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.4% | -0.9% | +2.3% | +1.6% |
| 30D | +4.0% | -2.8% | +6.8% | +4.8% |
| 3M | +7.6% | -6.9% | +14.5% | +9.7% |
| 6M | +16.2% | -11.4% | +27.6% | +19.8% |
| YTD | +50.8% | -7.4% | +58.2% | +53.2% |
| 1Y | +34.7% | -8.3% | +43.0% | +37.1% |
| 3Y | -1.0% | +31.5% | -32.6% | -11.1% |
| 5Y | +163.2% | +38.0% | +125.2% | +152.6% |
| All | +163.2% | +35.4% | +127.8% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling