+74.3%
OKE vs PTC
-9.2%
+83.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | +1.2% | -7.3% | +8.5% | +2.5% |
| 30D | +4.5% | -11.6% | +16.1% | +6.5% |
| 3M | +9.6% | +10.5% | -0.9% | +6.8% |
| 6M | +15.4% | -17.8% | +33.2% | +19.8% |
| YTD | +36.5% | -24.9% | +61.4% | +44.7% |
| 1Y | +39.0% | -36.8% | +75.8% | +54.9% |
| 3Y | +74.3% | -8.7% | +83.0% | +62.1% |
| All | +74.3% | -9.2% | +83.5% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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