+76.7%
OXY vs PPL
+47.9%
+28.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -11.9% | +0.4% | -12.3% | -12.0% |
| 30D | -3.1% | +5.4% | -8.6% | -4.4% |
| 3M | +1.1% | +4.3% | -3.2% | -0.1% |
| 6M | +3.2% | -1.3% | +4.6% | +3.4% |
| YTD | +39.0% | +4.7% | +34.3% | +36.4% |
| 1Y | +42.7% | +1.3% | +41.4% | +41.3% |
| 3Y | -3.5% | +57.2% | -60.8% | -20.2% |
| All | +76.7% | +47.9% | +28.9% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling