-3.5%
OXY vs PCOR
+43.8%
-47.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -11.9% | +22.7% | -34.6% | -14.1% |
| 30D | -3.1% | +37.5% | -40.6% | -6.9% |
| 3M | +1.1% | +35.2% | -34.1% | -3.0% |
| 6M | +3.2% | +42.2% | -39.0% | -1.8% |
| YTD | +39.0% | +3.6% | +35.5% | +39.4% |
| 1Y | +42.7% | -4.8% | +47.4% | +45.7% |
| 3Y | -3.5% | +48.3% | -51.9% | -11.5% |
| All | -3.5% | +43.8% | -47.3% | -11.5% |
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