+6.4%
OXY vs PPG
+26.9%
-20.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +2.8% | -6.2% | +9.1% | +5.7% |
| 30D | +5.5% | -7.9% | +13.4% | +9.2% |
| 3M | +11.3% | -10.2% | +21.5% | +15.1% |
| 6M | +11.6% | +2.7% | +8.9% | +5.4% |
| YTD | +51.6% | +4.9% | +46.7% | +40.3% |
| 1Y | +36.2% | -3.2% | +39.4% | +31.0% |
| 3Y | +1.7% | -17.0% | +18.7% | +3.7% |
| 5Y | +164.5% | -23.3% | +187.8% | +168.5% |
| All | +6.4% | +26.9% | -20.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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