+1,251.3%
OXY vs PCAR
+12,524.9%
-11,273.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.9% |
| 7D | -11.9% | +0.1% | -12.0% | -12.1% |
| 30D | -3.1% | -4.6% | +1.4% | -1.7% |
| 3M | +1.1% | -22.6% | +23.6% | +10.4% |
| 6M | +3.2% | -12.0% | +15.2% | +6.8% |
| YTD | +39.0% | -6.1% | +45.1% | +39.2% |
| 1Y | +42.7% | +6.3% | +36.4% | +36.3% |
| 3Y | -3.5% | +31.8% | -35.3% | -15.8% |
| 5Y | +81.3% | +104.2% | -22.8% | +33.3% |
| 10Y | +11.2% | +302.9% | -291.7% | -32.9% |
| All | +1,251.3% | +12,524.9% | -11,273.6% | +331.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling