-4.3%
OXY vs PCOR
-14.4%
+10.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | -0.4% |
| 7D | +1.6% | -9.0% | +10.6% | +2.7% |
| 30D | +11.6% | +4.2% | +7.4% | +10.9% |
| 3M | +2.8% | +14.4% | -11.6% | +1.0% |
| 6M | +13.0% | +0.2% | +12.9% | +12.5% |
| YTD | +47.4% | -20.3% | +67.6% | +51.8% |
| 1Y | +31.5% | -16.1% | +47.6% | +33.8% |
| All | -4.3% | -14.4% | +10.1% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling