+41.6%
XLE vs PTC
+10.9%
+30.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -6.7% | +1.3% | -8.0% | -6.7% |
| 30D | -4.4% | +1.1% | -5.5% | -4.4% |
| 3M | +4.0% | +30.1% | -26.2% | +3.8% |
| 6M | +13.2% | +34.0% | -20.9% | +13.3% |
| YTD | +41.9% | +12.8% | +29.1% | +42.9% |
| 1Y | +41.6% | +10.7% | +30.9% | +43.3% |
| All | +41.6% | +10.9% | +30.7% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling