-36.8%
PTC vs EQNR
+93.1%
-129.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | -7.3% | +6.4% | -13.7% | -6.9% |
| 30D | -11.6% | +10.4% | -22.0% | -11.1% |
| 3M | +10.5% | +23.1% | -12.6% | +11.4% |
| 6M | -17.8% | +36.3% | -54.1% | -16.6% |
| YTD | -24.9% | +96.0% | -120.9% | -23.1% |
| 1Y | -36.8% | +94.2% | -131.1% | -35.3% |
| All | -36.8% | +93.1% | -129.9% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling