+65.8%
XLE vs PTC
+29.2%
+36.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | -4.0% | +0.9% | -4.9% | -4.1% |
| 3M | +4.6% | +30.4% | -25.8% | +1.2% |
| 6M | +12.3% | +34.4% | -22.1% | +8.3% |
| YTD | +44.5% | +12.6% | +32.0% | +44.4% |
| 1Y | +42.4% | +10.2% | +32.2% | +43.0% |
| All | +65.8% | +29.2% | +36.6% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling