+17.3%
OXY vs PCG
-76.0%
+93.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | +4.2% | +2.2% | +2.0% | +3.9% |
| 30D | -4.3% | +0.8% | -5.1% | -4.5% |
| 3M | +2.3% | -23.8% | +26.1% | +5.0% |
| 6M | +5.5% | -19.6% | +25.2% | +7.5% |
| YTD | +44.9% | -16.7% | +61.6% | +46.7% |
| 1Y | +42.6% | -19.4% | +62.0% | +45.0% |
| 3Y | +0.7% | -18.3% | +19.1% | +1.7% |
| 5Y | +96.9% | +10.4% | +86.4% | +91.2% |
| All | +17.3% | -76.0% | +93.3% | +14.6% |
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