+1,263.8%
OXY vs PTC
+8,885.1%
-7,621.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.2% |
| 6M | +8.3% | +34.0% | -25.7% | +2.2% |
| YTD | +40.3% | +12.8% | +27.5% | +35.4% |
| 1Y | +38.8% | +10.7% | +28.1% | +34.3% |
| 3Y | -1.4% | +29.6% | -31.1% | -7.6% |
| 5Y | +92.2% | +63.5% | +28.7% | +72.6% |
| 10Y | +13.7% | +316.7% | -303.0% | -10.1% |
| All | +1,263.8% | +8,885.1% | -7,621.4% | +525.9% |
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