+147.5%
XEL vs PTC
+200.2%
-52.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.2% | -14.2% | +13.0% | +0.3% |
| 30D | -2.9% | -14.4% | +11.5% | -1.4% |
| 3M | -2.7% | -4.7% | +2.0% | -2.6% |
| 6M | -6.5% | -19.3% | +12.8% | -4.8% |
| YTD | +3.6% | -26.1% | +29.7% | +6.5% |
| 1Y | +7.5% | -37.1% | +44.6% | +12.6% |
| 3Y | +46.3% | -10.4% | +56.7% | +45.0% |
| 5Y | +30.5% | +2.5% | +28.1% | +25.7% |
| All | +147.5% | +200.2% | -52.7% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling