+30.1%
XEL vs PTC
+1.8%
+28.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +1.9% |
| 7D | +1.3% | -12.8% | +14.1% | +2.3% |
| 30D | -1.5% | -9.8% | +8.3% | -0.8% |
| 3M | -0.2% | -2.1% | +1.9% | -0.3% |
| 6M | -5.4% | -18.1% | +12.7% | -3.9% |
| YTD | +5.6% | -23.5% | +29.2% | +8.0% |
| 1Y | +10.5% | -37.4% | +47.8% | +15.5% |
| 3Y | +49.2% | -7.2% | +56.4% | +46.3% |
| 5Y | +30.1% | +2.7% | +27.4% | +19.7% |
| All | +30.1% | +1.8% | +28.3% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling