+15.7%
OXY vs PCG
-76.4%
+92.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -0.2% | -2.2% | +2.1% | +0.1% |
| 30D | -6.4% | -0.5% | -5.9% | -6.3% |
| 3M | -2.6% | -24.0% | +21.3% | 0.0% |
| 6M | +4.8% | -18.6% | +23.4% | +6.6% |
| YTD | +41.2% | -17.7% | +58.8% | +43.2% |
| 1Y | +39.5% | -20.0% | +59.5% | +42.0% |
| 3Y | -0.8% | -20.2% | +19.4% | +0.3% |
| 5Y | +91.6% | +8.4% | +83.2% | +86.5% |
| 10Y | +15.7% | -76.4% | +92.1% | +13.2% |
| All | +15.7% | -76.4% | +92.2% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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