+13.7%
OXY vs PCAR
+291.3%
-277.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -5.8% | +3.5% | -9.3% | -8.0% |
| 30D | -5.3% | -2.3% | -3.1% | -4.5% |
| 3M | -2.5% | -19.3% | +16.8% | +10.2% |
| 6M | +8.3% | -7.1% | +15.4% | +10.3% |
| YTD | +40.3% | -2.8% | +43.1% | +36.0% |
| 1Y | +38.8% | +9.3% | +29.5% | +23.8% |
| 3Y | -1.4% | +33.5% | -34.9% | -27.4% |
| 5Y | +92.2% | +112.6% | -20.4% | -6.2% |
| 10Y | +13.7% | +276.9% | -263.2% | -60.1% |
| All | +13.7% | +291.3% | -277.6% | -60.1% |
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