+140.4%
OXY vs PCOR
-9.0%
+149.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | -8.2% | +22.2% | -30.4% | -10.5% |
| 30D | -7.2% | +36.0% | -43.3% | -10.8% |
| 3M | +0.2% | +34.0% | -33.8% | -3.8% |
| 6M | +6.1% | +43.5% | -37.4% | +0.6% |
| YTD | +37.5% | +5.1% | +32.4% | +35.2% |
| 1Y | +37.7% | -3.9% | +41.6% | +37.3% |
| 3Y | -2.8% | +52.9% | -55.7% | -10.5% |
| 5Y | +77.6% | -18.7% | +96.3% | +69.0% |
| All | +140.4% | -9.0% | +149.4% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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