+0.7%
OXY vs PPL
+55.5%
-54.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +4.2% | -0.4% | +4.6% | +4.2% |
| 30D | -4.3% | +2.6% | -7.0% | -4.5% |
| 3M | +2.3% | +0.8% | +1.5% | +2.3% |
| 6M | +5.5% | +1.4% | +4.1% | +5.5% |
| YTD | +44.9% | +4.3% | +40.6% | +43.9% |
| 1Y | +42.6% | +0.8% | +41.8% | +42.3% |
| 3Y | +0.7% | +57.9% | -57.2% | -9.1% |
| All | +0.7% | +55.5% | -54.8% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling