-0.1%
OXY vs PTC
-7.5%
+7.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.9% |
| 7D | -0.5% | -12.8% | +12.3% | +1.6% |
| 30D | +8.5% | -9.8% | +18.3% | +10.1% |
| 3M | +6.0% | -2.1% | +8.1% | +6.3% |
| 6M | +13.0% | -18.1% | +31.1% | +17.3% |
| YTD | +48.9% | -23.5% | +72.4% | +56.7% |
| 1Y | +36.4% | -37.4% | +73.8% | +51.2% |
| All | -0.1% | -7.5% | +7.4% | -5.5% |
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