+161.6%
OXY vs PTC
-0.9%
+162.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.8% |
| 7D | +0.6% | -13.6% | +14.2% | +3.9% |
| 30D | +4.5% | -14.7% | +19.2% | +8.1% |
| 3M | +8.9% | -5.9% | +14.8% | +9.8% |
| 6M | +12.5% | -21.1% | +33.6% | +18.5% |
| YTD | +50.5% | -26.0% | +76.5% | +60.8% |
| 1Y | +38.6% | -36.8% | +75.4% | +55.0% |
| 3Y | -1.2% | -10.3% | +9.0% | -4.5% |
| 5Y | +161.6% | +1.2% | +160.5% | +150.5% |
| All | +161.6% | -0.9% | +162.6% | +150.5% |
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 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