-1.4%
OXY vs PCG
-18.6%
+17.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +2.0% |
| 7D | -5.8% | -0.5% | -5.4% | -5.8% |
| 30D | -5.3% | +0.8% | -6.1% | -5.4% |
| 3M | -2.5% | -22.0% | +19.5% | -0.4% |
| 6M | +8.3% | -17.1% | +25.4% | +9.2% |
| YTD | +40.3% | -16.9% | +57.2% | +40.5% |
| 1Y | +38.8% | -19.1% | +57.9% | +39.6% |
| 3Y | -1.4% | -19.4% | +18.0% | -0.8% |
| All | -1.4% | -18.6% | +17.2% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling