+16,116.0%
OKE vs PTC
+5,991.9%
+10,124.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.5% | +7.7% | +3.0% |
| 7D | +1.9% | -12.8% | +14.7% | +3.9% |
| 30D | +12.8% | -9.8% | +22.6% | +14.4% |
| 3M | +11.9% | -2.1% | +14.0% | +11.7% |
| 6M | +14.9% | -18.1% | +33.0% | +17.4% |
| YTD | +37.7% | -23.5% | +61.2% | +41.9% |
| 1Y | +44.1% | -37.4% | +81.4% | +52.8% |
| 3Y | +75.3% | -7.2% | +82.5% | +74.3% |
| 5Y | +144.0% | +2.7% | +141.4% | +137.5% |
| 10Y | +249.7% | +203.4% | +46.3% | +195.2% |
| All | +16,116.0% | +5,991.9% | +10,124.1% | +9,149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling