+200.2%
PTC vs EQNR
+416.8%
-216.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -7.3% | +6.4% | -13.7% | -8.7% |
| 30D | -11.6% | +10.4% | -22.0% | -13.8% |
| 3M | +10.5% | +23.1% | -12.6% | +4.3% |
| 6M | -17.8% | +36.3% | -54.1% | -25.1% |
| YTD | -24.9% | +96.0% | -120.9% | -38.3% |
| 1Y | -36.8% | +94.2% | -131.1% | -48.1% |
| 3Y | -8.7% | +75.3% | -84.0% | -24.5% |
| 5Y | +4.1% | +187.2% | -183.1% | -30.8% |
| All | +200.2% | +416.8% | -216.6% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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