+1,365.9%
OXY vs PPG
+2,572.2%
-1,206.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.2% |
| 7D | +1.4% | -5.1% | +6.5% | +3.8% |
| 30D | +4.0% | -9.6% | +13.6% | +8.9% |
| 3M | +7.6% | -6.4% | +14.0% | +9.2% |
| 6M | +16.2% | +0.5% | +15.7% | +11.3% |
| YTD | +50.8% | +4.4% | +46.4% | +40.8% |
| 1Y | +34.7% | -0.9% | +35.6% | +28.4% |
| 3Y | -1.0% | -17.0% | +15.9% | +0.9% |
| 5Y | +163.2% | -23.7% | +186.8% | +167.0% |
| 10Y | +5.5% | +25.9% | -20.3% | -16.4% |
| All | +1,365.9% | +2,572.2% | -1,206.3% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling