+5.3%
OXY vs PPL
+52.7%
-47.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.9% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +4.5% | -1.3% | +5.8% | +5.1% |
| 3M | +8.9% | -2.6% | +11.5% | +10.0% |
| 6M | +12.5% | -8.4% | +20.9% | +17.1% |
| YTD | +50.5% | +0.2% | +50.3% | +48.3% |
| 1Y | +38.6% | -0.2% | +38.8% | +36.6% |
| 3Y | -1.2% | +52.9% | -54.2% | -27.5% |
| 5Y | +161.6% | +36.8% | +124.8% | +102.8% |
| 10Y | +5.3% | +57.6% | -52.3% | -24.1% |
| All | +5.3% | +52.7% | -47.4% | -24.1% |
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