+6.4%
OXY vs PTC
+205.0%
-198.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | +2.8% | -7.3% | +10.1% | +5.6% |
| 30D | +5.5% | -11.6% | +17.1% | +10.0% |
| 3M | +11.3% | +10.5% | +0.8% | +5.7% |
| 6M | +11.6% | -17.8% | +29.4% | +18.0% |
| YTD | +51.6% | -24.9% | +76.5% | +65.2% |
| 1Y | +36.2% | -36.8% | +73.0% | +59.2% |
| 3Y | +1.7% | -8.7% | +10.4% | -2.3% |
| 5Y | +164.5% | +4.1% | +160.4% | +131.3% |
| All | +6.4% | +205.0% | -198.6% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling