+188.0%
XEL vs PTC
+312.5%
-124.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.1% |
| 7D | +2.4% | +0.5% | +2.0% | +2.4% |
| 30D | +8.3% | +1.2% | +7.1% | +8.2% |
| 3M | +4.2% | +27.4% | -23.2% | +1.3% |
| 6M | +3.7% | +39.2% | -35.5% | -0.3% |
| YTD | +13.1% | +12.5% | +0.5% | +11.1% |
| 1Y | +5.0% | +12.3% | -7.3% | +3.1% |
| 3Y | +55.0% | +28.8% | +26.1% | +47.9% |
| 5Y | +51.8% | +60.9% | -9.1% | +39.3% |
| All | +188.0% | +312.5% | -124.4% | +131.5% |
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 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