+1,251.3%
OXY vs PPL
+2,158.2%
-906.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -11.9% | +0.4% | -12.3% | -12.1% |
| 30D | -3.1% | +5.4% | -8.6% | -5.7% |
| 3M | +1.1% | +4.3% | -3.2% | -1.4% |
| 6M | +3.2% | -1.3% | +4.6% | +3.1% |
| YTD | +39.0% | +4.7% | +34.3% | +34.3% |
| 1Y | +42.7% | +1.3% | +41.4% | +39.9% |
| 3Y | -3.5% | +57.2% | -60.8% | -25.3% |
| 5Y | +81.3% | +48.2% | +33.1% | +42.7% |
| 10Y | +11.2% | +62.7% | -51.5% | -15.7% |
| All | +1,251.3% | +2,158.2% | -906.9% | +443.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling