+38.8%
OXY vs PCAR
+9.2%
+29.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -5.8% | +3.5% | -9.3% | -5.2% |
| 30D | -5.3% | -2.3% | -3.1% | -5.5% |
| 3M | -2.5% | -19.3% | +16.8% | -5.7% |
| 6M | +8.3% | -7.1% | +15.4% | +7.5% |
| YTD | +40.3% | -2.8% | +43.1% | +36.9% |
| 1Y | +38.8% | +9.3% | +29.5% | +32.4% |
| All | +38.8% | +9.2% | +29.7% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling