+2,049.0%
XEL vs PTC
+8,866.4%
-6,817.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +0.7% | +0.5% | +0.3% | +0.7% |
| 30D | +9.3% | +0.9% | +8.4% | +9.3% |
| 3M | +5.3% | +30.4% | -25.1% | +2.7% |
| 6M | +2.2% | +34.4% | -32.2% | -0.7% |
| YTD | +12.3% | +12.6% | -0.2% | +10.4% |
| 1Y | +3.0% | +10.2% | -7.2% | +1.4% |
| 3Y | +51.6% | +29.4% | +22.2% | +46.5% |
| 5Y | +50.0% | +63.7% | -13.8% | +41.5% |
| 10Y | +183.8% | +316.9% | -133.1% | +144.8% |
| All | +2,049.0% | +8,866.4% | -6,817.4% | +1,233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling