+14.3%
OXY vs PPL
+65.8%
-51.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.1% |
| 7D | -0.2% | -1.0% | +0.8% | +0.4% |
| 30D | -6.4% | +3.0% | -9.4% | -8.0% |
| 3M | -2.6% | +1.1% | -3.8% | -3.6% |
| 6M | +4.8% | -0.8% | +5.5% | +4.2% |
| YTD | +41.2% | +3.5% | +37.7% | +36.2% |
| 1Y | +39.5% | -0.9% | +40.4% | +37.9% |
| 3Y | -0.8% | +54.2% | -55.0% | -27.5% |
| 5Y | +91.6% | +46.3% | +45.3% | +41.6% |
| All | +14.3% | +65.8% | -51.5% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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