+1,347.0%
OXY vs PEG
+2,929.1%
-1,582.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -0.5% | +1.0% | -1.5% | -1.0% |
| 30D | +8.5% | -1.9% | +10.4% | +9.4% |
| 3M | +6.0% | -3.7% | +9.7% | +7.8% |
| 6M | +13.0% | -9.4% | +22.4% | +17.9% |
| YTD | +48.9% | -6.0% | +54.9% | +52.2% |
| 1Y | +36.4% | -4.4% | +40.8% | +37.8% |
| 3Y | -2.3% | +33.5% | -35.8% | -19.2% |
| 5Y | +160.6% | +35.7% | +124.9% | +108.9% |
| 10Y | +2.0% | +140.4% | -138.4% | -38.6% |
| All | +1,347.0% | +2,929.1% | -1,582.1% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling