+2.0%
OXY vs PCAR
+357.6%
-355.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +2.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.6% |
| 30D | +8.5% | -7.7% | +16.2% | +13.6% |
| 3M | +6.0% | +3.7% | +2.3% | +2.1% |
| 6M | +13.0% | +2.3% | +10.7% | +7.9% |
| YTD | +48.9% | +12.8% | +36.1% | +32.7% |
| 1Y | +36.4% | +27.8% | +8.7% | +10.8% |
| 3Y | -2.3% | +61.8% | -64.1% | -36.0% |
| 5Y | +160.6% | +168.2% | -7.6% | +9.8% |
| 10Y | +2.0% | +359.1% | -357.1% | -67.8% |
| All | +2.0% | +357.6% | -355.6% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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