+2,059.6%
XEL vs PTC
+8,871.4%
-6,811.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | +9.2% | +1.2% | +8.0% | +9.1% |
| 3M | +4.5% | +32.6% | -28.1% | +1.9% |
| 6M | +3.6% | +36.1% | -32.5% | +0.5% |
| YTD | +12.9% | +12.7% | +0.2% | +11.0% |
| 1Y | +4.1% | +10.2% | -6.1% | +2.5% |
| 3Y | +52.3% | +29.4% | +22.9% | +47.2% |
| 5Y | +51.6% | +61.1% | -9.5% | +43.2% |
| 10Y | +185.2% | +317.1% | -131.9% | +146.0% |
| All | +2,059.6% | +8,871.4% | -6,811.8% | +1,240.3% |
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 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