-2.4%
OXY vs PTC
+29.5%
-31.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | -5.8% | +1.3% | -7.1% | -6.0% |
| 30D | -5.3% | +1.1% | -6.4% | -5.5% |
| 3M | -2.5% | +30.1% | -32.7% | -5.9% |
| 6M | +8.3% | +34.0% | -25.7% | +4.5% |
| YTD | +40.3% | +12.8% | +27.5% | +40.3% |
| 1Y | +38.8% | +10.7% | +28.1% | +39.5% |
| All | -2.4% | +29.5% | -31.9% | -15.0% |
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