+179.2%
XLE vs PTC
+312.5%
-133.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +5.4% | +0.5% | +4.9% | +5.3% |
| 30D | -3.9% | +1.2% | -5.2% | -4.3% |
| 3M | +7.0% | +27.4% | -20.3% | -1.3% |
| 6M | +14.2% | +39.2% | -25.0% | +1.9% |
| YTD | +48.2% | +12.5% | +35.7% | +40.0% |
| 1Y | +47.7% | +12.3% | +35.4% | +39.5% |
| 3Y | +70.0% | +28.8% | +41.2% | +49.5% |
| 5Y | +169.1% | +60.9% | +108.3% | +113.9% |
| All | +179.2% | +312.5% | -133.3% | +66.4% |
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