+172.7%
XLE vs PTC
+223.7%
-51.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | +0.9% |
| 7D | +2.2% | -10.3% | +12.5% | +5.3% |
| 30D | +11.8% | +1.1% | +10.6% | +11.1% |
| 3M | +9.8% | +1.6% | +8.2% | +8.3% |
| 6M | +15.6% | -13.5% | +29.0% | +19.1% |
| YTD | +45.3% | -19.1% | +64.3% | +52.2% |
| 1Y | +48.3% | -33.9% | +82.2% | +65.3% |
| 3Y | +55.4% | -3.9% | +59.3% | +49.7% |
| 5Y | +216.1% | +6.0% | +210.1% | +187.1% |
| All | +172.7% | +223.7% | -51.0% | +64.9% |
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