+139.0%
OKE vs PTC
+0.6%
+138.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | 0.0% | -14.2% | +14.2% | +3.8% |
| 30D | +4.6% | -14.4% | +19.0% | +8.5% |
| 3M | +6.9% | -4.7% | +11.7% | +7.3% |
| 6M | +15.8% | -19.3% | +35.1% | +21.6% |
| YTD | +35.2% | -26.1% | +61.3% | +45.4% |
| 1Y | +37.6% | -37.1% | +74.6% | +55.7% |
| 3Y | +72.0% | -10.4% | +82.4% | +66.3% |
| 5Y | +139.0% | +2.5% | +136.5% | +118.6% |
| All | +139.0% | +0.6% | +138.3% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling