+6.4%
OXY vs PCG
-76.0%
+82.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +2.8% | -3.5% | +6.3% | +3.2% |
| 30D | +5.5% | -20.6% | +26.1% | +7.9% |
| 3M | +11.3% | -17.6% | +28.9% | +13.3% |
| 6M | +11.6% | -23.5% | +35.1% | +14.4% |
| YTD | +51.6% | -13.6% | +65.2% | +53.0% |
| 1Y | +36.2% | -11.3% | +47.5% | +37.0% |
| 3Y | +1.7% | -16.9% | +18.6% | +2.5% |
| 5Y | +164.5% | +50.8% | +113.7% | +148.4% |
| All | +6.4% | -76.0% | +82.4% | +2.0% |
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