+160.3%
OXY vs PCOR
-33.1%
+193.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.4% |
| 7D | -0.5% | -6.9% | +6.4% | +0.4% |
| 30D | +8.5% | -1.5% | +10.0% | +8.5% |
| 3M | +6.0% | +18.5% | -12.5% | +3.3% |
| 6M | +13.0% | -4.7% | +17.6% | +12.7% |
| YTD | +48.9% | -22.8% | +71.6% | +52.6% |
| 1Y | +36.4% | -20.7% | +57.1% | +38.9% |
| 3Y | -2.3% | -14.6% | +12.3% | -3.6% |
| 5Y | +160.6% | -40.7% | +201.4% | +156.8% |
| All | +160.3% | -33.1% | +193.4% | +157.1% |
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